-26.7%
DT vs USHY
+20.9%
-47.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.8% |
| 7D | -2.5% | -0.7% | -1.8% | -0.8% |
| 30D | +3.5% | -0.5% | +4.1% | +4.9% |
| 3M | +26.7% | +0.5% | +26.2% | +25.3% |
| 6M | +36.1% | +1.5% | +34.6% | +31.1% |
| YTD | +18.6% | +1.7% | +16.9% | +13.6% |
| 1Y | +7.9% | +3.5% | +4.3% | -1.1% |
| 3Y | +8.6% | +27.2% | -18.6% | -39.1% |
| 5Y | -26.7% | +21.0% | -47.7% | -37.8% |
| All | -26.7% | +20.9% | -47.6% | -37.8% |
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