+2,581.9%
DELL vs USHY
+49.7%
+2,532.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +11.9% | +11.9% |
| 7D | +8.2% | -0.7% | +8.9% | +9.8% |
| 30D | +17.1% | -0.7% | +17.8% | +18.9% |
| 3M | +45.2% | +0.1% | +45.1% | +45.3% |
| 6M | +286.8% | +1.8% | +285.0% | +276.1% |
| YTD | +354.8% | +1.8% | +353.0% | +342.2% |
| 1Y | +358.3% | +3.3% | +355.0% | +333.7% |
| 3Y | +724.9% | +27.0% | +697.9% | +441.0% |
| 5Y | +1,193.7% | +21.0% | +1,172.7% | +843.5% |
| All | +2,581.9% | +49.7% | +2,532.2% | +1,335.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling