+49.7%
USHY vs FDS
+53.4%
-3.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | +0.2% |
| 7D | -0.7% | -16.0% | +15.2% | +1.4% |
| 30D | -0.5% | -6.7% | +6.2% | +0.2% |
| 3M | +0.5% | +6.0% | -5.4% | -0.7% |
| 6M | +1.5% | +25.1% | -23.6% | -2.4% |
| YTD | +1.7% | -8.1% | +9.9% | +2.1% |
| 1Y | +3.5% | -26.0% | +29.6% | +7.3% |
| 3Y | +27.2% | -36.4% | +63.6% | +34.0% |
| 5Y | +21.0% | -27.7% | +48.7% | +23.6% |
| All | +49.7% | +53.4% | -3.7% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling