+5.8%
DASH vs USHY
+28.4%
-22.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.2% |
| 7D | -11.2% | 0.0% | -11.2% | -11.3% |
| 30D | -7.3% | 0.0% | -7.3% | -7.2% |
| 3M | +31.4% | +1.2% | +30.3% | +26.6% |
| 6M | +11.9% | +2.6% | +9.3% | +2.4% |
| YTD | -11.5% | +2.4% | -13.9% | -18.4% |
| 1Y | -20.0% | +4.2% | -24.3% | -30.7% |
| 3Y | +143.9% | +28.0% | +115.9% | +2.7% |
| 5Y | -0.2% | +21.8% | -22.0% | -36.6% |
| All | +5.8% | +28.4% | -22.7% | -50.2% |
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