+46.9%
USHY vs DOC
+28.9%
+18.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -0.3% | +6.5% | -6.7% | -1.2% |
| 30D | 0.0% | +9.2% | -9.1% | -1.3% |
| 3M | -2.4% | -2.5% | +0.1% | -2.1% |
| 6M | -1.6% | +7.1% | -8.7% | -2.8% |
| YTD | -0.2% | +33.0% | -33.2% | -4.9% |
| 1Y | +1.2% | +23.3% | -22.0% | -2.4% |
| 3Y | +24.1% | +44.9% | -20.8% | +15.3% |
| 5Y | +18.1% | -21.6% | +39.7% | +20.1% |
| All | +46.9% | +28.9% | +18.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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