+48.0%
USHY vs FHN
+69.7%
-21.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.4% | +2.1% | -2.5% | -0.6% |
| 30D | +0.6% | +3.8% | -3.2% | +0.2% |
| 3M | -2.0% | -8.9% | +6.9% | -1.2% |
| 6M | -0.5% | +1.8% | -2.4% | -0.8% |
| YTD | +0.6% | +0.6% | 0.0% | +0.4% |
| 1Y | +2.1% | +12.9% | -10.8% | +0.8% |
| 3Y | +25.3% | +126.4% | -101.1% | +15.0% |
| 5Y | +19.7% | +62.3% | -42.6% | +11.1% |
| All | +48.0% | +69.7% | -21.7% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling