+49.7%
USHY vs DGX
+194.9%
-145.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -0.7% | -1.2% | +0.5% | -0.6% |
| 3M | +0.1% | +15.8% | -15.7% | -1.8% |
| 6M | +1.8% | +18.2% | -16.4% | -0.4% |
| YTD | +1.8% | +37.2% | -35.4% | -2.4% |
| 1Y | +3.3% | +30.4% | -27.1% | -0.4% |
| 3Y | +27.0% | +96.7% | -69.7% | +14.9% |
| 5Y | +21.0% | +67.2% | -46.1% | +11.2% |
| All | +49.7% | +194.9% | -145.2% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 all: compounded portfolio wealth divided by compounded DGX 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…
all analysis · Full analysis span regression · 6 months rolling