+32.0%
DD vs USHY
+3.5%
+28.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | -3.5% | -0.7% | -2.8% | -1.0% |
| 30D | -11.7% | -0.7% | -11.0% | -9.3% |
| 3M | -9.2% | +0.1% | -9.3% | -9.4% |
| 6M | -7.2% | +1.8% | -9.0% | -12.2% |
| YTD | +6.6% | +1.8% | +4.8% | +0.9% |
| 1Y | +32.0% | +3.3% | +28.7% | +16.4% |
| All | +32.0% | +3.5% | +28.5% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling