+712.5%
NVT vs USHY
+49.7%
+662.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.0% |
| 7D | +2.0% | -0.7% | +2.8% | +3.8% |
| 30D | -7.2% | -0.5% | -6.6% | -6.0% |
| 3M | -0.9% | +0.5% | -1.4% | -1.9% |
| 6M | +42.6% | +1.5% | +41.1% | +38.8% |
| YTD | +52.9% | +1.7% | +51.1% | +48.3% |
| 1Y | +64.5% | +3.5% | +60.9% | +53.8% |
| 3Y | +178.0% | +27.2% | +150.8% | +72.6% |
| 5Y | +402.8% | +21.0% | +381.8% | +257.9% |
| All | +712.5% | +49.7% | +662.8% | +308.2% |
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