+299.0%
NOW vs USHY
+48.2%
+250.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.1% |
| 7D | -1.7% | -0.3% | -1.4% | -0.9% |
| 30D | -27.4% | +0.3% | -27.7% | -27.8% |
| 3M | -19.4% | -1.7% | -17.7% | -16.0% |
| 6M | +13.1% | -0.4% | +13.5% | +14.3% |
| YTD | -34.3% | +0.7% | -35.0% | -35.4% |
| 1Y | -41.8% | +1.8% | -43.5% | -44.2% |
| 3Y | -20.7% | +25.3% | -46.0% | -52.7% |
| 5Y | -27.2% | +19.9% | -47.1% | -50.1% |
| All | +299.0% | +48.2% | +250.8% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling