+47.9%
USHY vs NIO
-36.7%
+84.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | 0.0% |
| 7D | -0.1% | -13.0% | +12.9% | +0.2% |
| 30D | +0.1% | -18.3% | +18.4% | +0.6% |
| 3M | +0.8% | -33.2% | +34.0% | +1.9% |
| 6M | +1.7% | -21.5% | +23.2% | +2.2% |
| YTD | +2.5% | -25.5% | +28.0% | +3.0% |
| 1Y | +4.4% | -38.0% | +42.4% | +5.4% |
| 3Y | +27.4% | -65.5% | +92.8% | +29.1% |
| 5Y | +21.7% | -90.6% | +112.3% | +25.1% |
| All | +47.9% | -36.7% | +84.6% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling