+14.8%
DIS vs USHY
+49.7%
-34.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.5% |
| 7D | -1.3% | -0.7% | -0.5% | +0.1% |
| 30D | +2.2% | -0.5% | +2.8% | +3.3% |
| 3M | +8.1% | +0.5% | +7.6% | +7.1% |
| 6M | +5.2% | +1.5% | +3.7% | +2.5% |
| YTD | -6.3% | +1.7% | -8.0% | -9.1% |
| 1Y | -7.3% | +3.5% | -10.8% | -13.0% |
| 3Y | +33.8% | +27.2% | +6.6% | -13.3% |
| 5Y | -40.7% | +21.0% | -61.7% | -57.1% |
| All | +14.8% | +49.7% | -34.9% | -40.7% |
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 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