+161.0%
DAL vs USHY
+25.4%
+135.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | +0.2% |
| 7D | -1.1% | -0.4% | -0.7% | +1.0% |
| 30D | +12.8% | +0.6% | +12.2% | +10.3% |
| 3M | -5.3% | -2.0% | -3.3% | +4.4% |
| 6M | +22.4% | -0.5% | +22.9% | +26.8% |
| YTD | +25.6% | +0.6% | +25.0% | +24.9% |
| 1Y | +45.5% | +2.1% | +43.4% | +35.9% |
| 3Y | +161.0% | +25.3% | +135.6% | +39.9% |
| All | +161.0% | +25.4% | +135.5% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling