+1.0%
NVDA vs USHY
+1.9%
-0.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.8% | -5.5% |
| 7D | -7.1% | -0.2% | -6.9% | -6.3% |
| 30D | -16.2% | +0.7% | -16.9% | -18.2% |
| 3M | -5.5% | -2.2% | -3.3% | +3.9% |
| 6M | +1.1% | -0.9% | +1.9% | +5.3% |
| YTD | +7.6% | +0.2% | +7.4% | +8.4% |
| 1Y | +1.0% | +1.7% | -0.8% | -4.0% |
| All | +1.0% | +1.9% | -0.9% | -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 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