+187.5%
NVT vs USHY
+27.0%
+160.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.5% |
| 7D | +4.1% | -0.7% | +4.8% | +6.8% |
| 30D | -5.1% | -0.7% | -4.5% | -2.6% |
| 3M | -1.2% | +0.1% | -1.2% | -1.2% |
| 6M | +46.6% | +1.8% | +44.8% | +38.7% |
| YTD | +60.0% | +1.8% | +58.2% | +51.7% |
| 1Y | +70.8% | +3.3% | +67.5% | +54.4% |
| 3Y | +187.5% | +27.0% | +160.6% | +63.3% |
| All | +187.5% | +27.0% | +160.5% | +63.3% |
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