-30.2%
NVD vs USHY
+1.9%
-32.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +11.1% |
| 7D | +15.0% | -0.2% | +15.2% | +12.8% |
| 30D | +39.3% | +0.7% | +38.6% | +45.5% |
| 3M | +3.1% | -2.2% | +5.3% | -14.7% |
| 6M | -19.0% | -0.9% | -18.1% | -24.0% |
| YTD | -35.5% | +0.2% | -35.7% | -32.9% |
| 1Y | -30.2% | +1.7% | -31.9% | -18.4% |
| All | -30.2% | +1.9% | -32.0% | -18.4% |
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