+66.0%
NUE vs USHY
+27.0%
+38.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | -0.6% | -0.7% | +0.1% | +1.2% |
| 30D | -4.6% | -0.7% | -3.9% | -2.9% |
| 3M | -0.3% | +0.1% | -0.4% | -0.5% |
| 6M | +51.9% | +1.8% | +50.1% | +45.3% |
| YTD | +60.0% | +1.8% | +58.2% | +53.1% |
| 1Y | +82.9% | +3.3% | +79.6% | +68.4% |
| 3Y | +66.0% | +27.0% | +39.0% | +4.0% |
| All | +66.0% | +27.0% | +38.9% | +4.0% |
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