+50.4%
USHY vs FTV
+25.6%
+24.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -0.1% | -1.3% | +1.1% | +0.1% |
| 30D | 0.0% | -9.5% | +9.5% | +1.6% |
| 3M | +0.8% | -10.9% | +11.8% | +2.6% |
| 6M | +1.9% | -0.6% | +2.6% | +1.7% |
| YTD | +2.3% | +1.4% | +0.8% | +1.4% |
| 1Y | +4.1% | +17.6% | -13.5% | +0.5% |
| 3Y | +27.8% | -3.3% | +31.0% | +26.4% |
| 5Y | +21.5% | -0.1% | +21.6% | +17.9% |
| All | +50.4% | +25.6% | +24.8% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling