+46.9%
USHY vs NIO
-40.3%
+87.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.4% |
| 7D | -0.7% | -7.3% | +6.5% | -0.5% |
| 30D | -0.5% | -22.5% | +22.0% | +0.1% |
| 3M | +0.5% | -30.9% | +31.4% | +1.5% |
| 6M | +1.5% | -37.2% | +38.7% | +2.6% |
| YTD | +1.7% | -29.8% | +31.6% | +2.5% |
| 1Y | +3.5% | -37.4% | +41.0% | +4.5% |
| 3Y | +27.2% | -64.3% | +91.5% | +28.7% |
| 5Y | +21.0% | -90.6% | +111.6% | +24.4% |
| All | +46.9% | -40.3% | +87.2% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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