+91.3%
NVTS vs USHY
+3.5%
+87.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.0% |
| 7D | -1.4% | -0.7% | -0.8% | +6.7% |
| 30D | -16.5% | -0.7% | -15.8% | -9.6% |
| 3M | -47.6% | +0.1% | -47.7% | -47.1% |
| 6M | +7.3% | +1.8% | +5.5% | -7.1% |
| YTD | +62.9% | +1.8% | +61.1% | +42.5% |
| 1Y | +91.3% | +3.3% | +88.0% | +28.4% |
| All | +91.3% | +3.5% | +87.8% | +28.4% |
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