-73.2%
DOCS vs USHY
+21.7%
-94.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.3% |
| 6M | -0.3% | +1.7% | -2.1% | -5.4% |
| YTD | -40.5% | +2.5% | -43.0% | -44.9% |
| 1Y | -61.5% | +4.4% | -65.9% | -66.4% |
| 3Y | +8.2% | +27.4% | -19.2% | -47.8% |
| All | -73.2% | +21.7% | -94.9% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling