+48.0%
USHY vs FDS
+94.1%
-46.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.4% | +1.5% | -1.9% | -0.6% |
| 30D | +0.6% | +14.8% | -14.2% | -1.2% |
| 3M | -2.0% | +16.3% | -18.3% | -4.0% |
| 6M | -0.5% | +66.2% | -66.8% | -7.6% |
| YTD | +0.6% | +16.2% | -15.6% | -2.1% |
| 1Y | +2.1% | +21.8% | -19.7% | -1.5% |
| 3Y | +25.3% | -23.9% | +49.2% | +29.5% |
| 5Y | +19.7% | -23.1% | +42.8% | +22.2% |
| All | +48.0% | +94.1% | -46.1% | +31.0% |
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 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