-31.7%
NKE vs USHY
+1.9%
-33.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +3.7% |
| 7D | +9.0% | -0.2% | +9.2% | +9.4% |
| 30D | +19.2% | +0.7% | +18.6% | +17.2% |
| 3M | -1.5% | -2.2% | +0.7% | +3.8% |
| 6M | -4.2% | -0.9% | -3.3% | -2.5% |
| YTD | -34.8% | +0.2% | -34.9% | -34.4% |
| 1Y | -31.7% | +1.7% | -33.4% | -32.1% |
| All | -31.7% | +1.9% | -33.5% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling