+20.7%
USHY vs DVA
+46.8%
-26.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.6% |
| 30D | -0.7% | 0.0% | -0.7% | -0.7% |
| 3M | +0.1% | -10.9% | +11.0% | +0.4% |
| 6M | +1.8% | +17.3% | -15.5% | +0.7% |
| YTD | +1.8% | +59.8% | -58.0% | -1.0% |
| 1Y | +3.3% | +36.3% | -33.0% | +1.3% |
| 3Y | +27.0% | +88.6% | -61.6% | +21.2% |
| All | +20.7% | +46.8% | -26.1% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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