+482.8%
DE vs USHY
+50.4%
+432.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.2% |
| 7D | -3.0% | -0.1% | -2.9% | -2.8% |
| 30D | +11.1% | 0.0% | +11.2% | +11.2% |
| 3M | +17.6% | +0.8% | +16.8% | +15.9% |
| 6M | +13.6% | +1.9% | +11.7% | +10.0% |
| YTD | +46.3% | +2.3% | +44.0% | +40.9% |
| 1Y | +44.2% | +4.1% | +40.0% | +34.6% |
| 3Y | +76.6% | +27.8% | +48.8% | +17.7% |
| 5Y | +98.2% | +21.5% | +76.7% | +46.4% |
| All | +482.8% | +50.4% | +432.4% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling