+49.7%
USHY vs FHN
+77.3%
-27.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.7% | -0.8% | +0.1% | -0.7% |
| 30D | -0.5% | -2.6% | +2.1% | -0.3% |
| 3M | +0.5% | +0.8% | -0.3% | +0.4% |
| 6M | +1.5% | +9.2% | -7.7% | +0.6% |
| YTD | +1.7% | +5.1% | -3.4% | +1.1% |
| 1Y | +3.5% | +12.2% | -8.7% | +2.2% |
| 3Y | +27.2% | +132.4% | -105.3% | +16.4% |
| 5Y | +21.0% | +91.1% | -70.1% | +10.2% |
| All | +49.7% | +77.3% | -27.7% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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