+117.9%
NXPI vs USHY
+50.7%
+67.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.7% | 0.0% | +0.6% | +0.6% |
| 30D | -6.6% | 0.0% | -6.6% | -6.6% |
| 3M | -25.4% | +1.2% | -26.6% | -27.5% |
| 6M | +11.9% | +2.6% | +9.3% | +5.1% |
| YTD | +4.0% | +2.4% | +1.6% | -1.8% |
| 1Y | +1.0% | +4.2% | -3.2% | -8.6% |
| 3Y | +16.3% | +28.0% | -11.7% | -35.0% |
| 5Y | +17.7% | +21.8% | -4.1% | -22.1% |
| All | +117.9% | +50.7% | +67.2% | -1.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling