-57.7%
DOCS vs USHY
+19.2%
-77.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.2% |
| 7D | -0.6% | +0.3% | -0.9% | -1.4% |
| 30D | +6.3% | -0.1% | +6.4% | +6.9% |
| 3M | +26.5% | -1.9% | +28.3% | +34.1% |
| 6M | +24.8% | -1.0% | +25.8% | +29.0% |
| YTD | -26.8% | +0.4% | -27.2% | -27.8% |
| 1Y | -38.3% | +1.4% | -39.7% | -41.0% |
| 3Y | +36.0% | +24.9% | +11.1% | -30.3% |
| All | -57.7% | +19.2% | -77.0% | -65.2% |
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