+21.3%
NOK vs USHY
+1.9%
+19.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -5.7% |
| 7D | -10.4% | -0.2% | -10.2% | -9.4% |
| 30D | -19.0% | +0.7% | -19.7% | -21.2% |
| 3M | -16.7% | -2.2% | -14.5% | -7.1% |
| 6M | -37.1% | -0.9% | -36.3% | -32.8% |
| YTD | +27.7% | +0.2% | +27.5% | +33.1% |
| 1Y | +21.3% | +1.7% | +19.6% | +18.3% |
| All | +21.3% | +1.9% | +19.4% | +18.3% |
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