+212.6%
USFD vs USHY
+21.9%
+190.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.3% | 0.0% | -3.4% | -3.4% |
| 30D | -5.3% | 0.0% | -5.3% | -5.3% |
| 3M | +18.8% | +1.2% | +17.6% | +16.2% |
| 6M | +14.3% | +2.6% | +11.7% | +8.7% |
| YTD | +36.9% | +2.4% | +34.4% | +30.6% |
| 1Y | +31.7% | +4.2% | +27.5% | +21.6% |
| 3Y | +164.5% | +28.0% | +136.4% | +66.9% |
| 5Y | +212.6% | +21.8% | +190.8% | +149.4% |
| All | +212.6% | +21.9% | +190.7% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling