+25.4%
DBX vs USHY
+27.0%
-1.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +2.3% |
| 7D | -1.8% | -0.7% | -1.1% | -0.5% |
| 30D | +2.8% | -0.5% | +3.4% | +3.9% |
| 3M | +26.8% | +0.5% | +26.2% | +25.6% |
| 6M | +32.8% | +1.5% | +31.3% | +28.9% |
| YTD | +26.1% | +1.7% | +24.3% | +21.8% |
| 1Y | +14.1% | +3.5% | +10.6% | +6.2% |
| All | +25.4% | +27.0% | -1.6% | -14.1% |
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