+22.9%
USHY vs FGI
-66.2%
+89.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.4% | -9.9% | -0.5% |
| 7D | -0.7% | +22.8% | -23.5% | -0.8% |
| 30D | -0.5% | +85.9% | -86.5% | -0.8% |
| 3M | +0.5% | +32.4% | -31.9% | +0.3% |
| 6M | +1.5% | +106.3% | -104.8% | +1.0% |
| YTD | +1.7% | +48.4% | -46.7% | +1.3% |
| 1Y | +3.5% | +116.4% | -112.8% | +2.8% |
| 3Y | +27.2% | +9.2% | +18.0% | +26.4% |
| All | +22.9% | -66.2% | +89.1% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling