+1,101.8%
NBIS vs USHY
+11.4%
+1,090.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -0.2% |
| 7D | +17.8% | -0.1% | +17.9% | +18.8% |
| 30D | +30.5% | 0.0% | +30.6% | +31.3% |
| 3M | +9.2% | +0.8% | +8.3% | +4.2% |
| 6M | +153.2% | +1.9% | +151.2% | +125.4% |
| YTD | +187.1% | +2.3% | +184.9% | +154.3% |
| 1Y | +151.1% | +4.1% | +147.0% | +98.1% |
| All | +1,101.8% | +11.4% | +1,090.3% | +532.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling