+172.1%
NXT vs USHY
+30.0%
+142.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.8% |
| 7D | -1.9% | -0.7% | -1.2% | +0.5% |
| 30D | -20.0% | -0.7% | -19.4% | -18.0% |
| 3M | -30.7% | +0.1% | -30.8% | -30.6% |
| 6M | -29.0% | +1.8% | -30.7% | -32.1% |
| YTD | -4.8% | +1.8% | -6.6% | -9.0% |
| 1Y | +22.8% | +3.3% | +19.5% | +12.7% |
| 3Y | +93.9% | +27.0% | +67.0% | +1.4% |
| All | +172.1% | +30.0% | +142.1% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling