+25.3%
DG vs USHY
+4.6%
+20.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | +8.4% | -0.1% | +8.5% | +8.7% |
| 30D | +4.9% | +0.1% | +4.9% | +4.7% |
| 3M | +29.3% | +0.8% | +28.5% | +26.7% |
| 6M | -11.3% | +1.7% | -13.0% | -14.2% |
| YTD | +1.8% | +2.5% | -0.7% | -3.1% |
| 1Y | +25.3% | +4.4% | +20.9% | +15.0% |
| All | +25.3% | +4.6% | +20.8% | +15.0% |
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