+49.7%
USHY vs FWONK
+154.5%
-104.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -0.7% | -7.7% | +7.1% | +0.2% |
| 3M | +0.1% | +5.7% | -5.7% | -0.7% |
| 6M | +1.8% | +13.5% | -11.7% | +0.1% |
| YTD | +1.8% | -3.0% | +4.7% | +1.8% |
| 1Y | +3.3% | -6.4% | +9.7% | +3.7% |
| 3Y | +27.0% | +43.8% | -16.9% | +19.9% |
| 5Y | +21.0% | +98.6% | -77.5% | +8.7% |
| All | +49.7% | +154.5% | -104.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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