-100.0%
DFNS vs USHY
+25.6%
-125.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.4% | -19.0% | -20.6% |
| 7D | -12.7% | -0.3% | -12.4% | -13.7% |
| 30D | -65.2% | +0.3% | -65.5% | -64.9% |
| 3M | -94.6% | -1.7% | -92.9% | -94.9% |
| 6M | -96.2% | -0.4% | -95.8% | -96.4% |
| YTD | -99.6% | +0.7% | -100.3% | -99.6% |
| 1Y | -99.7% | +1.8% | -101.5% | -99.7% |
| All | -100.0% | +25.6% | -125.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling