+50.7%
USHY vs FDS
+76.2%
-25.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.4% |
| 7D | -0.1% | -1.9% | +1.8% | +0.1% |
| 30D | +0.1% | +9.0% | -8.9% | -1.1% |
| 3M | +0.8% | +18.9% | -18.0% | -1.7% |
| 6M | +1.7% | +35.1% | -33.4% | -3.0% |
| YTD | +2.5% | +5.5% | -3.0% | +1.1% |
| 1Y | +4.4% | -16.8% | +21.2% | +6.7% |
| 3Y | +27.4% | -28.1% | +55.4% | +32.4% |
| 5Y | +21.7% | -17.4% | +39.2% | +22.4% |
| All | +50.7% | +76.2% | -25.4% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling