+1,449.6%
NET vs USHY
+38.0%
+1,411.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -7.0% | -0.1% | -6.8% | -6.6% |
| 30D | -4.8% | +0.1% | -4.9% | -4.9% |
| 3M | +3.8% | +0.8% | +3.0% | +2.1% |
| 6M | +50.0% | +1.7% | +48.3% | +44.2% |
| YTD | +41.5% | +2.5% | +39.0% | +33.8% |
| 1Y | +32.8% | +4.4% | +28.4% | +20.3% |
| 3Y | +335.9% | +27.4% | +308.5% | +155.4% |
| 5Y | +113.8% | +21.7% | +92.1% | +34.5% |
| All | +1,449.6% | +38.0% | +1,411.6% | +987.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling