+89.8%
DAL vs USHY
+47.8%
+42.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +8.8% | -0.3% | +9.0% | +9.6% |
| 30D | +5.4% | 0.0% | +5.4% | +5.5% |
| 3M | -4.9% | -1.8% | -3.1% | +0.1% |
| 6M | +19.8% | -1.0% | +20.9% | +24.1% |
| YTD | +27.0% | +0.5% | +26.5% | +27.1% |
| 1Y | +52.5% | +1.9% | +50.6% | +47.3% |
| 3Y | +173.8% | +24.9% | +149.0% | +62.6% |
| 5Y | +104.5% | +18.8% | +85.7% | +44.1% |
| All | +89.8% | +47.8% | +42.0% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling