+70.6%
DG vs USHY
+50.7%
+19.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +1.0% | 0.0% | +1.0% | +1.0% |
| 3M | +20.3% | +1.2% | +19.2% | +19.2% |
| 6M | -11.7% | +2.6% | -14.4% | -13.5% |
| YTD | -2.3% | +2.4% | -4.8% | -4.1% |
| 1Y | +20.0% | +4.2% | +15.8% | +16.3% |
| 3Y | +7.2% | +28.0% | -20.8% | -12.2% |
| 5Y | -37.9% | +21.8% | -59.7% | -47.0% |
| All | +70.6% | +50.7% | +19.9% | +18.7% |
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