+71.3%
DAL vs USHY
+50.7%
+20.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.4% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | -13.6% | 0.0% | -13.5% | -13.5% |
| 3M | +1.2% | +1.2% | +0.1% | -1.6% |
| 6M | +34.5% | +2.6% | +31.9% | +26.6% |
| YTD | +14.7% | +2.4% | +12.2% | +8.7% |
| 1Y | +29.2% | +4.2% | +25.0% | +17.2% |
| 3Y | +100.0% | +28.0% | +72.0% | +11.0% |
| 5Y | +106.3% | +21.8% | +84.5% | +35.7% |
| All | +71.3% | +50.7% | +20.6% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling