+28.0%
USHY vs NIO
-62.3%
+90.4%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | 0.0% | -6.7% | +6.7% | +0.2% |
| 30D | 0.0% | -20.0% | +20.0% | +0.4% |
| 3M | +1.2% | -30.5% | +31.6% | +1.9% |
| 6M | +2.6% | -20.7% | +23.3% | +3.0% |
| YTD | +2.4% | -25.7% | +28.1% | +2.9% |
| 1Y | +4.2% | -38.6% | +42.8% | +5.0% |
| 3Y | +28.0% | -62.3% | +90.3% | +29.2% |
| All | +28.0% | -62.3% | +90.4% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling