+63.2%
DHI vs USHY
+20.9%
+42.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | -3.4% | -0.7% | -2.7% | -1.7% |
| 30D | -5.4% | -0.7% | -4.8% | -3.7% |
| 3M | -10.4% | +0.1% | -10.5% | -10.4% |
| 6M | -2.8% | +1.8% | -4.5% | -6.4% |
| YTD | -3.4% | +1.8% | -5.2% | -7.0% |
| 1Y | -22.9% | +3.3% | -26.2% | -28.3% |
| 3Y | +20.7% | +27.0% | -6.3% | -30.4% |
| All | +63.2% | +20.9% | +42.3% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling