+45.2%
NU vs USHY
+21.5%
+23.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -1.6% |
| 7D | -2.6% | -0.1% | -2.5% | -2.2% |
| 30D | +8.2% | 0.0% | +8.3% | +8.5% |
| 3M | +26.3% | +0.8% | +25.4% | +23.4% |
| 6M | +2.2% | +1.9% | +0.3% | -2.6% |
| YTD | -10.4% | +2.3% | -12.6% | -15.3% |
| 1Y | -3.0% | +4.1% | -7.1% | -12.9% |
| 3Y | +120.3% | +27.8% | +92.5% | +14.3% |
| All | +45.2% | +21.5% | +23.7% | +29.5% |
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