+23.8%
USHY vs FGI
-70.4%
+94.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | 0.0% |
| 7D | -0.1% | +0.5% | -0.7% | -0.1% |
| 30D | +0.1% | +65.4% | -65.3% | -0.2% |
| 3M | +0.8% | +23.5% | -22.7% | +0.6% |
| 6M | +1.7% | +60.5% | -58.8% | +1.3% |
| YTD | +2.5% | +30.0% | -27.5% | +2.1% |
| 1Y | +4.4% | +82.1% | -77.7% | +3.7% |
| 3Y | +27.4% | -4.4% | +31.8% | +26.7% |
| All | +23.8% | -70.4% | +94.2% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling