+115.1%
NOK vs USHY
+20.9%
+94.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.7% |
| 7D | +11.0% | -0.7% | +11.6% | +12.5% |
| 30D | +7.8% | -0.7% | +8.5% | +9.3% |
| 3M | -21.0% | +0.1% | -21.1% | -20.9% |
| 6M | +40.9% | +1.8% | +39.1% | +37.1% |
| YTD | +72.0% | +1.8% | +70.2% | +67.5% |
| 1Y | +140.9% | +3.3% | +137.6% | +128.3% |
| 3Y | +194.3% | +27.0% | +167.3% | +92.3% |
| All | +115.1% | +20.9% | +94.2% | +74.3% |
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 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