+62.1%
DAL vs USHY
+1.9%
+60.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +3.6% |
| 7D | +11.1% | -0.2% | +11.3% | +12.1% |
| 30D | +7.7% | +0.7% | +7.0% | +3.8% |
| 3M | -3.5% | -2.2% | -1.3% | +9.9% |
| 6M | +31.3% | -0.9% | +32.2% | +38.3% |
| YTD | +30.0% | +0.2% | +29.8% | +32.5% |
| 1Y | +62.1% | +1.7% | +60.3% | +52.3% |
| All | +62.1% | +1.9% | +60.2% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling