+116.1%
NVO vs USHY
+49.7%
+66.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.2% |
| 7D | -7.6% | -0.7% | -6.9% | -6.9% |
| 30D | -6.0% | -0.7% | -5.3% | -5.3% |
| 3M | -0.8% | +0.1% | -0.8% | -0.8% |
| 6M | +16.5% | +1.8% | +14.7% | +14.5% |
| YTD | -11.1% | +1.8% | -12.9% | -12.5% |
| 1Y | -16.7% | +3.3% | -20.0% | -19.1% |
| 3Y | -52.9% | +27.0% | -79.9% | -62.3% |
| 5Y | -3.0% | +21.0% | -24.0% | -17.9% |
| All | +116.1% | +49.7% | +66.4% | +56.5% |
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