+419.7%
NOW vs USHY
+50.4%
+369.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -1.9% |
| 7D | -4.1% | -0.1% | -4.0% | -3.8% |
| 30D | +2.9% | 0.0% | +2.9% | +3.1% |
| 3M | +22.6% | +0.8% | +21.7% | +20.2% |
| 6M | +7.5% | +1.9% | +5.6% | +2.9% |
| YTD | -14.4% | +2.3% | -16.7% | -18.8% |
| 1Y | -29.8% | +4.1% | -33.9% | -36.3% |
| 3Y | +9.2% | +27.8% | -18.5% | -37.7% |
| 5Y | +0.8% | +21.5% | -20.7% | -33.0% |
| All | +419.7% | +50.4% | +369.3% | +130.1% |
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 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