+246.2%
DHI vs USHY
+49.7%
+196.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | -3.4% | -0.7% | -2.7% | -1.8% |
| 30D | -5.4% | -0.7% | -4.8% | -3.8% |
| 3M | -10.4% | +0.1% | -10.5% | -10.4% |
| 6M | -2.8% | +1.8% | -4.5% | -6.1% |
| YTD | -3.4% | +1.8% | -5.2% | -6.7% |
| 1Y | -22.9% | +3.3% | -26.2% | -27.9% |
| 3Y | +20.7% | +27.0% | -6.3% | -28.0% |
| 5Y | +62.1% | +21.0% | +41.1% | +11.4% |
| All | +246.2% | +49.7% | +196.4% | +69.3% |
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 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