+66.2%
DG vs USHY
+49.7%
+16.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -6.5% | -0.7% | -5.8% | -5.9% |
| 30D | +4.2% | -0.7% | +4.8% | +4.8% |
| 3M | +9.5% | +0.1% | +9.5% | +9.5% |
| 6M | -13.1% | +1.8% | -14.9% | -14.2% |
| YTD | -4.8% | +1.8% | -6.6% | -6.0% |
| 1Y | +20.6% | +3.3% | +17.3% | +17.8% |
| 3Y | +4.9% | +27.0% | -22.0% | -13.4% |
| 5Y | -37.9% | +21.0% | -58.9% | -46.7% |
| All | +66.2% | +49.7% | +16.5% | +16.3% |
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