+27.0%
DLTR vs USHY
+50.4%
-23.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.3% |
| 7D | -10.2% | -0.1% | -10.1% | -10.1% |
| 30D | -8.5% | 0.0% | -8.4% | -8.4% |
| 3M | +5.6% | +0.8% | +4.7% | +4.6% |
| 6M | +2.2% | +1.9% | +0.3% | +0.2% |
| YTD | -3.8% | +2.3% | -6.0% | -6.0% |
| 1Y | +22.9% | +4.1% | +18.8% | +17.7% |
| 3Y | +2.0% | +27.8% | -25.7% | -21.7% |
| 5Y | +29.8% | +21.5% | +8.3% | +5.5% |
| All | +27.0% | +50.4% | -23.4% | -16.6% |
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