+49.7%
USHY vs FTV
+23.1%
+26.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.7% | -4.0% | +3.3% | 0.0% |
| 30D | -0.7% | -11.0% | +10.3% | +1.2% |
| 3M | +0.1% | -8.4% | +8.5% | +1.3% |
| 6M | +1.8% | -2.6% | +4.3% | +1.9% |
| YTD | +1.8% | -0.6% | +2.4% | +1.3% |
| 1Y | +3.3% | +11.0% | -7.7% | +0.7% |
| 3Y | +27.0% | -6.3% | +33.3% | +26.3% |
| 5Y | +21.0% | -1.5% | +22.6% | +17.7% |
| All | +49.7% | +23.1% | +26.6% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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