+49.7%
USHY vs DAR
+279.9%
-230.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -0.7% | +0.9% | -1.7% | -0.8% |
| 30D | -0.5% | +6.4% | -7.0% | -1.2% |
| 3M | +0.5% | +13.2% | -12.7% | -0.8% |
| 6M | +1.5% | +26.2% | -24.7% | -0.9% |
| YTD | +1.7% | +84.4% | -82.6% | -4.2% |
| 1Y | +3.5% | +112.0% | -108.5% | -4.0% |
| 3Y | +27.2% | +13.4% | +13.8% | +23.8% |
| 5Y | +21.0% | -6.0% | +27.0% | +18.3% |
| All | +49.7% | +279.9% | -230.2% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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