-18.6%
NRG vs USHY
+4.6%
-23.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.5% |
| 7D | +7.1% | -0.1% | +7.2% | +7.7% |
| 30D | -1.4% | +0.1% | -1.5% | -1.7% |
| 3M | -10.5% | +0.8% | -11.3% | -13.9% |
| 6M | -26.7% | +1.7% | -28.5% | -31.8% |
| YTD | -24.5% | +2.5% | -27.0% | -31.8% |
| 1Y | -18.6% | +4.4% | -23.0% | -31.9% |
| All | -18.6% | +4.6% | -23.1% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling