+50.4%
USHY vs NWSA
+138.4%
-88.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.1% | -3.1% | +2.9% | +0.3% |
| 30D | 0.0% | +4.3% | -4.3% | -0.6% |
| 3M | +0.8% | +9.2% | -8.4% | -0.5% |
| 6M | +1.9% | +21.6% | -19.7% | -1.0% |
| YTD | +2.3% | +14.2% | -12.0% | +0.1% |
| 1Y | +4.1% | +1.8% | +2.4% | +3.5% |
| 3Y | +27.8% | +44.4% | -16.7% | +20.0% |
| 5Y | +21.5% | +41.0% | -19.5% | +12.7% |
| All | +50.4% | +138.4% | -88.0% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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