+101.8%
DASH vs USHY
+24.4%
+77.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.4% | -0.3% | +0.6% | +1.3% |
| 30D | -6.0% | 0.0% | -6.1% | -6.1% |
| 3M | -15.8% | -1.8% | -14.0% | -10.4% |
| 6M | +7.0% | -1.0% | +8.0% | +11.2% |
| YTD | -20.7% | +0.5% | -21.1% | -21.2% |
| 1Y | -8.5% | +1.9% | -10.4% | -13.2% |
| 3Y | +101.8% | +24.9% | +76.9% | +13.5% |
| All | +101.8% | +24.4% | +77.4% | +13.5% |
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