+50.7%
USHY vs FLR
+41.2%
+9.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | 0.0% | +0.7% | -0.6% | 0.0% |
| 30D | 0.0% | -0.7% | +0.6% | 0.0% |
| 3M | +1.2% | +14.3% | -13.2% | +0.4% |
| 6M | +2.6% | +25.6% | -23.0% | +1.3% |
| YTD | +2.4% | +42.9% | -40.4% | +0.5% |
| 1Y | +4.2% | +38.7% | -34.5% | +2.3% |
| 3Y | +28.0% | +61.8% | -33.7% | +23.6% |
| 5Y | +21.8% | +254.1% | -232.3% | +13.4% |
| All | +50.7% | +41.2% | +9.5% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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