+98.1%
NU vs USHY
+27.0%
+71.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.8% |
| 7D | -4.9% | -0.7% | -4.2% | -2.6% |
| 30D | +7.8% | -0.7% | +8.5% | +10.5% |
| 3M | +20.9% | +0.1% | +20.9% | +20.9% |
| 6M | +0.9% | +1.8% | -0.9% | -4.3% |
| YTD | -12.7% | +1.8% | -14.4% | -17.0% |
| 1Y | -6.4% | +3.3% | -9.7% | -14.9% |
| 3Y | +98.1% | +27.0% | +71.1% | +14.0% |
| All | +98.1% | +27.0% | +71.1% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling