+157.7%
DHR vs USHY
+49.7%
+108.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -0.7% | -2.9% | -2.5% |
| 30D | -2.7% | -0.7% | -2.1% | -1.7% |
| 3M | +10.9% | +0.1% | +10.9% | +10.8% |
| 6M | +3.0% | +1.8% | +1.3% | +0.3% |
| YTD | -12.2% | +1.8% | -14.0% | -14.5% |
| 1Y | +3.3% | +3.3% | 0.0% | -1.6% |
| 3Y | -8.2% | +27.0% | -35.2% | -35.4% |
| 5Y | -29.9% | +21.0% | -50.9% | -46.9% |
| All | +157.7% | +49.7% | +108.0% | +46.4% |
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