+153.0%
DASH vs USHY
+27.4%
+125.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.5% |
| 7D | -10.6% | -0.1% | -10.4% | -10.1% |
| 30D | +2.2% | +0.1% | +2.1% | +1.9% |
| 3M | +32.3% | +0.8% | +31.4% | +29.0% |
| 6M | +19.1% | +1.7% | +17.4% | +12.8% |
| YTD | -6.5% | +2.5% | -9.0% | -13.6% |
| 1Y | -14.9% | +4.4% | -19.3% | -26.2% |
| All | +153.0% | +27.4% | +125.6% | +4.8% |
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