+121.7%
NXPI vs USHY
+50.7%
+71.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | -0.1% | +2.0% | +2.3% |
| 30D | -1.4% | +0.1% | -1.5% | -1.6% |
| 3M | -29.1% | +0.8% | -29.9% | -30.3% |
| 6M | +6.2% | +1.7% | +4.5% | +2.0% |
| YTD | +5.9% | +2.5% | +3.4% | -0.2% |
| 1Y | +2.9% | +4.4% | -1.5% | -7.4% |
| 3Y | +14.5% | +27.4% | -12.9% | -35.2% |
| 5Y | +17.1% | +21.7% | -4.7% | -22.5% |
| All | +121.7% | +50.7% | +71.0% | +0.6% |
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