+22.8%
NXT vs USHY
+3.5%
+19.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.7% |
| 7D | -1.9% | -0.7% | -1.2% | +2.6% |
| 30D | -20.0% | -0.7% | -19.4% | -16.3% |
| 3M | -30.7% | +0.1% | -30.8% | -30.5% |
| 6M | -29.0% | +1.8% | -30.7% | -33.9% |
| YTD | -4.8% | +1.8% | -6.6% | -12.2% |
| 1Y | +22.8% | +3.3% | +19.5% | +1.6% |
| All | +22.8% | +3.5% | +19.3% | +1.6% |
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 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