-37.3%
DOCS vs USHY
+21.8%
-59.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.0% |
| 7D | -4.2% | -0.2% | -4.0% | -3.5% |
| 30D | +8.6% | +0.5% | +8.2% | +7.3% |
| 3M | +27.2% | -1.2% | +28.4% | +32.0% |
| 6M | +26.5% | -0.1% | +26.6% | +27.2% |
| YTD | -25.0% | +1.1% | -26.1% | -27.6% |
| 1Y | -37.0% | +2.0% | -39.0% | -40.7% |
| 3Y | +39.4% | +25.8% | +13.6% | -30.5% |
| 5Y | -56.7% | +20.4% | -77.1% | -65.4% |
| All | -37.3% | +21.8% | -59.1% | -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