+21.5%
USHY vs FDS
-23.5%
+45.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.1% |
| 7D | -0.1% | -8.8% | +8.7% | +0.6% |
| 30D | 0.0% | -1.4% | +1.3% | 0.0% |
| 3M | +0.8% | +13.9% | -13.0% | -0.6% |
| 6M | +1.9% | +27.4% | -25.5% | -1.0% |
| YTD | +2.3% | -2.5% | +4.7% | +2.6% |
| 1Y | +4.1% | -23.8% | +27.9% | +8.3% |
| 3Y | +27.8% | -32.5% | +60.3% | +34.1% |
| 5Y | +21.5% | -23.2% | +44.7% | +26.0% |
| All | +21.5% | -23.5% | +45.0% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling