+49.7%
USHY vs NVMI
+1,103.7%
-1,054.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -0.7% | +3.8% | -4.5% | -1.0% |
| 30D | -0.5% | -7.6% | +7.0% | 0.0% |
| 3M | +0.5% | -28.0% | +28.5% | +2.6% |
| 6M | +1.5% | -15.3% | +16.8% | +1.8% |
| YTD | +1.7% | +11.5% | -9.7% | -0.5% |
| 1Y | +3.5% | +31.6% | -28.0% | -0.5% |
| 3Y | +27.2% | +207.0% | -179.8% | +9.2% |
| 5Y | +21.0% | +262.8% | -241.8% | +0.2% |
| All | +49.7% | +1,103.7% | -1,054.0% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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