-38.7%
DOCS vs USHY
+21.0%
-59.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.8% | -0.3% | -0.5% | +0.1% |
| 30D | +17.4% | 0.0% | +17.4% | +17.5% |
| 3M | +57.4% | -1.8% | +59.2% | +66.8% |
| 6M | +26.5% | -1.0% | +27.6% | +30.9% |
| YTD | -26.6% | +0.5% | -27.0% | -27.7% |
| 1Y | -48.1% | +1.9% | -49.9% | -51.0% |
| 3Y | +52.6% | +24.9% | +27.7% | -22.1% |
| 5Y | -52.1% | +18.8% | -70.9% | -59.6% |
| All | -38.7% | +21.0% | -59.7% | -52.1% |
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