+167.5%
NOK vs USHY
+50.4%
+117.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.4% |
| 7D | +9.3% | -0.1% | +9.5% | +9.6% |
| 30D | +17.9% | 0.0% | +17.9% | +18.0% |
| 3M | -22.3% | +0.8% | -23.2% | -23.3% |
| 6M | +36.4% | +1.9% | +34.5% | +32.6% |
| YTD | +66.3% | +2.3% | +64.1% | +61.0% |
| 1Y | +134.4% | +4.1% | +130.3% | +119.9% |
| 3Y | +186.6% | +27.8% | +158.8% | +91.2% |
| 5Y | +102.7% | +21.5% | +81.2% | +49.0% |
| All | +167.5% | +50.4% | +117.1% | +53.2% |
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