+384.8%
NVDA vs USHY
+27.0%
+357.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -0.5% |
| 7D | -4.3% | -0.7% | -3.6% | -1.7% |
| 30D | +0.5% | -0.5% | +1.0% | +2.6% |
| 3M | +9.1% | +0.5% | +8.6% | +7.3% |
| 6M | +18.5% | +1.5% | +17.0% | +12.9% |
| YTD | +17.4% | +1.7% | +15.6% | +11.1% |
| 1Y | +23.4% | +3.5% | +19.9% | +9.9% |
| All | +384.8% | +27.0% | +357.8% | +153.0% |
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