+163.7%
DHR vs USHY
+50.4%
+113.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.2% |
| 30D | -2.2% | 0.0% | -2.1% | -2.1% |
| 3M | +9.0% | +0.8% | +8.1% | +7.5% |
| 6M | +3.5% | +1.9% | +1.6% | +0.5% |
| YTD | -10.1% | +2.3% | -12.4% | -13.1% |
| 1Y | +6.2% | +4.1% | +2.0% | -0.2% |
| 3Y | -5.4% | +27.8% | -33.1% | -34.1% |
| 5Y | -27.9% | +21.5% | -49.4% | -45.7% |
| All | +163.7% | +50.4% | +113.3% | +48.7% |
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