+294.8%
NOW vs USHY
+47.7%
+247.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.2% |
| 7D | -8.7% | +0.3% | -9.1% | -9.4% |
| 30D | -29.3% | -0.1% | -29.1% | -29.0% |
| 3M | -21.8% | -1.9% | -20.0% | -18.3% |
| 6M | +9.2% | -1.0% | +10.2% | +12.0% |
| YTD | -35.0% | +0.4% | -35.4% | -35.6% |
| 1Y | -42.5% | +1.4% | -43.9% | -44.5% |
| 3Y | -21.5% | +24.9% | -46.5% | -52.8% |
| 5Y | -25.8% | +19.3% | -45.1% | -48.5% |
| All | +294.8% | +47.7% | +247.1% | +82.5% |
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