+357.0%
NEM vs USHY
+50.4%
+306.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +3.1% | -0.1% | +3.2% | +3.2% |
| 30D | +10.0% | 0.0% | +10.0% | +10.1% |
| 3M | +30.9% | +0.8% | +30.0% | +29.9% |
| 6M | +10.5% | +1.9% | +8.6% | +8.8% |
| YTD | +29.7% | +2.3% | +27.5% | +27.3% |
| 1Y | +71.1% | +4.1% | +67.0% | +64.9% |
| 3Y | +252.1% | +27.8% | +224.3% | +180.6% |
| 5Y | +157.7% | +21.5% | +136.2% | +113.5% |
| All | +357.0% | +50.4% | +306.6% | +218.2% |
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