+46.1%
DE vs USHY
+1.9%
+44.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.5% |
| 7D | +5.6% | -0.2% | +5.8% | +5.9% |
| 30D | -0.8% | +0.7% | -1.5% | -2.0% |
| 3M | +9.8% | -2.2% | +12.0% | +14.1% |
| 6M | +17.5% | -0.9% | +18.4% | +18.7% |
| YTD | +46.5% | +0.2% | +46.3% | +45.7% |
| 1Y | +46.1% | +1.7% | +44.4% | +39.4% |
| All | +46.1% | +1.9% | +44.2% | +39.4% |
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