+32.6%
NET vs USHY
+19.1%
+13.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -5.5% |
| 7D | -16.4% | -0.2% | -16.2% | -15.6% |
| 30D | -25.8% | +0.7% | -26.5% | -27.8% |
| 3M | -11.5% | -2.2% | -9.3% | -2.5% |
| 6M | +18.9% | -0.9% | +19.8% | +23.6% |
| YTD | +35.2% | +0.2% | +35.1% | +34.9% |
| 1Y | +14.5% | +1.7% | +12.7% | +6.9% |
| 3Y | +313.8% | +23.8% | +290.0% | +71.8% |
| 5Y | +32.6% | +18.9% | +13.7% | -15.6% |
| All | +32.6% | +19.1% | +13.5% | -15.6% |
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