+49.3%
USHY vs NTR
+97.9%
-48.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.6% |
| 30D | -0.7% | +16.8% | -17.5% | -2.0% |
| 3M | +0.1% | +20.7% | -20.7% | -1.7% |
| 6M | +1.8% | +0.5% | +1.2% | +1.5% |
| YTD | +1.8% | +29.2% | -27.4% | -1.0% |
| 1Y | +3.3% | +39.6% | -36.3% | -0.4% |
| 3Y | +27.0% | +37.9% | -10.9% | +21.7% |
| 5Y | +21.0% | +47.1% | -26.0% | +11.9% |
| All | +49.3% | +97.9% | -48.7% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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