+155.1%
NEM vs USHY
+20.9%
+134.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.0% | -0.7% | -0.3% | -0.1% |
| 30D | +7.8% | -0.7% | +8.5% | +8.8% |
| 3M | +30.2% | +0.1% | +30.2% | +30.3% |
| 6M | +9.6% | +1.8% | +7.8% | +7.8% |
| YTD | +27.8% | +1.8% | +26.0% | +25.8% |
| 1Y | +60.7% | +3.3% | +57.4% | +55.5% |
| 3Y | +245.3% | +27.0% | +218.3% | +170.4% |
| All | +155.1% | +20.9% | +134.2% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling