+99.6%
DE vs USHY
+20.9%
+78.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -2.6% | -0.7% | -1.9% | -1.7% |
| 30D | +9.0% | -0.7% | +9.7% | +10.0% |
| 3M | +19.1% | +0.1% | +19.1% | +19.0% |
| 6M | +14.4% | +1.8% | +12.6% | +11.8% |
| YTD | +45.9% | +1.8% | +44.2% | +42.7% |
| 1Y | +43.6% | +3.3% | +40.3% | +37.7% |
| 3Y | +75.9% | +27.0% | +48.9% | +32.7% |
| All | +99.6% | +20.9% | +78.7% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling