+327.1%
NET vs USHY
+27.4%
+299.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.8% |
| 7D | -7.0% | -0.1% | -6.8% | -6.4% |
| 30D | -4.8% | +0.1% | -4.9% | -4.9% |
| 3M | +3.8% | +0.8% | +3.0% | +0.8% |
| 6M | +50.0% | +1.7% | +48.3% | +39.9% |
| YTD | +41.5% | +2.5% | +39.0% | +28.1% |
| 1Y | +32.8% | +4.4% | +28.4% | +11.4% |
| All | +327.1% | +27.4% | +299.7% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling