+304.5%
USFD vs USHY
+48.2%
+256.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.4% |
| 7D | +3.9% | +0.8% | +3.1% | +2.2% |
| 30D | +12.8% | +0.2% | +12.6% | +12.3% |
| 3M | +1.0% | -1.7% | +2.6% | +5.0% |
| 6M | +30.3% | -0.6% | +30.9% | +32.1% |
| YTD | +46.0% | +0.8% | +45.2% | +43.2% |
| 1Y | +49.6% | +2.1% | +47.5% | +42.4% |
| 3Y | +166.3% | +26.0% | +140.3% | +55.9% |
| 5Y | +208.4% | +19.2% | +189.2% | +114.0% |
| All | +304.5% | +48.2% | +256.3% | +95.7% |
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