+20.7%
USHY vs DTE
+30.3%
-9.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -0.7% | -2.6% | +1.9% | -0.3% |
| 30D | -0.7% | -4.4% | +3.7% | -0.1% |
| 3M | +0.1% | -8.3% | +8.4% | +1.1% |
| 6M | +1.8% | -8.1% | +9.9% | +2.8% |
| YTD | +1.8% | +4.4% | -2.6% | +0.8% |
| 1Y | +3.3% | +0.2% | +3.1% | +2.9% |
| 3Y | +27.0% | +42.6% | -15.6% | +18.8% |
| All | +20.7% | +30.3% | -9.6% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling