+282.8%
USFD vs USHY
+50.7%
+232.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -3.0% | -0.1% | -2.9% | -2.7% |
| 30D | +3.5% | +0.1% | +3.4% | +3.3% |
| 3M | +26.6% | +0.8% | +25.7% | +24.0% |
| 6M | +11.7% | +1.7% | +10.0% | +7.2% |
| YTD | +38.1% | +2.5% | +35.7% | +30.3% |
| 1Y | +33.4% | +4.4% | +29.0% | +20.5% |
| 3Y | +155.8% | +27.4% | +128.4% | +45.9% |
| 5Y | +214.0% | +21.7% | +192.3% | +107.2% |
| All | +282.8% | +50.7% | +232.0% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling