+459.2%
NRG vs USHY
+49.7%
+409.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | -0.7% | -4.0% | -3.4% |
| 30D | -6.0% | -0.7% | -5.3% | -4.6% |
| 3M | -8.0% | +0.1% | -8.0% | -8.1% |
| 6M | -23.2% | +1.8% | -24.9% | -25.4% |
| YTD | -28.1% | +1.8% | -29.8% | -30.0% |
| 1Y | -27.3% | +3.3% | -30.6% | -31.1% |
| 3Y | +208.7% | +27.0% | +181.7% | +107.4% |
| 5Y | +197.7% | +21.0% | +176.6% | +121.4% |
| All | +459.2% | +49.7% | +409.5% | +198.9% |
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 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