+248.8%
NBIS vs USHY
+4.6%
+244.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.7% |
| 7D | +8.2% | -0.1% | +8.4% | +9.2% |
| 30D | +3.4% | +0.1% | +3.3% | +3.1% |
| 3M | -12.8% | +0.8% | -13.6% | -16.2% |
| 6M | +131.5% | +1.7% | +129.8% | +113.3% |
| YTD | +170.5% | +2.5% | +168.0% | +144.4% |
| 1Y | +248.8% | +4.4% | +244.4% | +227.5% |
| All | +248.8% | +4.6% | +244.2% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling