+21.8%
USHY vs FGI
-70.0%
+91.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | +0.2% | -3.2% | +3.4% | +0.2% |
| 3M | -1.7% | +64.1% | -65.8% | -1.9% |
| 6M | -0.6% | +17.2% | -17.8% | -0.9% |
| YTD | +0.8% | +31.6% | -30.8% | +0.4% |
| 1Y | +2.1% | +45.1% | -43.0% | +1.6% |
| 3Y | +26.0% | -2.0% | +27.9% | +25.3% |
| All | +21.8% | -70.0% | +91.8% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling