-99.2%
NVD vs USHY
+29.0%
-128.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +0.5% |
| 7D | +0.5% | -0.1% | +0.7% | -0.4% |
| 30D | -9.3% | 0.0% | -9.2% | -9.4% |
| 3M | -22.1% | +0.8% | -22.9% | -16.5% |
| 6M | -45.8% | +1.9% | -47.7% | -36.3% |
| YTD | -46.7% | +2.3% | -49.0% | -35.3% |
| 1Y | -59.5% | +4.1% | -63.6% | -44.0% |
| 3Y | -99.2% | +27.8% | -126.9% | -96.4% |
| All | -99.2% | +29.0% | -128.1% | -96.3% |
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