-8.2%
NVO vs USHY
+1.9%
-10.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +2.7% |
| 7D | +10.2% | -0.2% | +10.4% | +10.8% |
| 30D | +12.4% | +0.7% | +11.7% | +9.6% |
| 3M | -3.5% | -2.2% | -1.3% | +4.8% |
| 6M | -3.8% | -0.9% | -2.9% | -1.3% |
| YTD | -13.0% | +0.2% | -13.1% | -10.7% |
| 1Y | -8.2% | +1.7% | -10.0% | -11.0% |
| All | -8.2% | +1.9% | -10.1% | -11.0% |
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