-9.1%
NVTS vs USHY
+21.3%
-30.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.2% |
| 7D | -1.4% | -0.7% | -0.8% | +2.1% |
| 30D | -16.5% | -0.7% | -15.8% | -13.5% |
| 3M | -47.6% | +0.1% | -47.7% | -47.3% |
| 6M | +7.3% | +1.8% | +5.5% | +1.5% |
| YTD | +62.9% | +1.8% | +61.1% | +55.3% |
| 1Y | +91.3% | +3.3% | +88.0% | +72.5% |
| 3Y | +43.4% | +27.0% | +16.4% | -41.4% |
| All | -9.1% | +21.3% | -30.5% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling