+25.3%
USHY vs DAR
+33.7%
-8.4%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.1% |
| 7D | -0.4% | +11.6% | -12.0% | -0.8% |
| 30D | +0.6% | -10.2% | +10.8% | +0.9% |
| 3M | -2.0% | -14.8% | +12.8% | -1.5% |
| 6M | -0.5% | -10.1% | +9.5% | -0.3% |
| YTD | +0.6% | +55.5% | -54.9% | -1.4% |
| 1Y | +2.1% | +61.7% | -59.6% | -0.1% |
| 3Y | +25.3% | +37.2% | -11.9% | +23.0% |
| All | +25.3% | +33.7% | -8.4% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling