+158.3%
USFD vs USHY
+24.8%
+133.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.0% | -0.3% | +3.2% | +3.5% |
| 30D | +11.1% | 0.0% | +11.0% | +11.0% |
| 3M | -0.3% | -1.8% | +1.5% | +3.2% |
| 6M | +15.9% | -1.0% | +16.9% | +18.1% |
| YTD | +41.6% | +0.5% | +41.2% | +40.2% |
| 1Y | +49.4% | +1.9% | +47.5% | +43.7% |
| All | +158.3% | +24.8% | +133.5% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling