+8.9%
DOCS vs USHY
+27.4%
-18.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | -1.4% | -0.1% | -1.3% | -1.0% |
| 30D | +21.8% | +0.1% | +21.7% | +21.7% |
| 3M | +27.3% | +0.8% | +26.5% | +24.5% |
| 6M | -0.3% | +1.7% | -2.1% | -5.1% |
| YTD | -40.5% | +2.5% | -43.0% | -44.7% |
| 1Y | -61.5% | +4.4% | -65.9% | -66.2% |
| All | +8.9% | +27.4% | -18.5% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling