+296.5%
NFLX vs USHY
+49.7%
+246.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | -0.7% | -0.4% | +0.1% |
| 30D | +4.3% | -0.7% | +5.0% | +5.6% |
| 3M | -4.8% | +0.1% | -4.8% | -4.8% |
| 6M | -18.4% | +1.8% | -20.2% | -21.0% |
| YTD | -17.4% | +1.8% | -19.2% | -20.1% |
| 1Y | -35.7% | +3.3% | -39.0% | -39.5% |
| 3Y | +73.8% | +27.0% | +46.8% | +13.7% |
| 5Y | +29.3% | +21.0% | +8.3% | -7.9% |
| All | +296.5% | +49.7% | +246.8% | +99.2% |
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