+4,425.6%
NVDA vs USHY
+49.7%
+4,375.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | -0.7% | -4.5% | -3.2% |
| 30D | -2.5% | -0.7% | -1.8% | -0.4% |
| 3M | +6.7% | +0.1% | +6.6% | +6.7% |
| 6M | +17.6% | +1.8% | +15.8% | +12.2% |
| YTD | +17.3% | +1.8% | +15.5% | +12.2% |
| 1Y | +23.5% | +3.3% | +20.2% | +13.1% |
| 3Y | +384.6% | +27.0% | +357.7% | +151.0% |
| 5Y | +875.4% | +21.0% | +854.4% | +519.7% |
| All | +4,425.6% | +49.7% | +4,375.9% | +1,731.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling