+46.9%
USHY vs DOC
+28.0%
+18.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.5% | +6.2% | -6.8% | -1.4% |
| 30D | -0.1% | +6.5% | -6.5% | -1.0% |
| 3M | -2.5% | -6.2% | +3.8% | -1.7% |
| 6M | -1.3% | +25.6% | -26.9% | -5.0% |
| YTD | -0.2% | +32.1% | -32.2% | -4.8% |
| 1Y | +1.3% | +20.3% | -19.0% | -2.0% |
| 3Y | +23.4% | +42.7% | -19.3% | +14.9% |
| 5Y | +18.1% | -22.2% | +40.2% | +20.2% |
| All | +46.9% | +28.0% | +18.9% | +39.7% |
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