-38.0%
DOCS vs USHY
+21.4%
-59.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.1% |
| 7D | 0.0% | +0.8% | -0.8% | -2.3% |
| 30D | +7.8% | +0.2% | +7.5% | +7.2% |
| 3M | +20.0% | -1.7% | +21.6% | +26.4% |
| 6M | +26.5% | -0.6% | +27.2% | +29.4% |
| YTD | -25.8% | +0.8% | -26.5% | -27.6% |
| 1Y | -39.5% | +2.1% | -41.6% | -43.3% |
| 3Y | +60.3% | +26.0% | +34.4% | -20.3% |
| 5Y | -57.0% | +19.2% | -76.2% | -64.2% |
| All | -38.0% | +21.4% | -59.4% | -52.0% |
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