+49.7%
USHY vs DTE
+87.3%
-37.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -0.7% | -2.6% | +1.9% | -0.2% |
| 30D | -0.7% | -4.4% | +3.7% | +0.1% |
| 3M | +0.1% | -8.3% | +8.4% | +1.5% |
| 6M | +1.8% | -8.1% | +9.9% | +3.1% |
| YTD | +1.8% | +4.4% | -2.6% | +0.7% |
| 1Y | +3.3% | +0.2% | +3.1% | +2.9% |
| 3Y | +27.0% | +42.6% | -15.6% | +17.6% |
| 5Y | +21.0% | +31.5% | -10.4% | +13.2% |
| All | +49.7% | +87.3% | -37.6% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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