-28.0%
DHR vs NUE
+146.6%
-174.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.5% |
| 7D | -3.6% | -0.6% | -3.0% | -3.5% |
| 30D | -2.7% | -4.6% | +1.8% | -1.9% |
| 3M | +10.9% | -0.3% | +11.3% | +10.5% |
| 6M | +3.0% | +51.9% | -48.8% | -7.5% |
| YTD | -12.2% | +60.0% | -72.2% | -22.3% |
| 1Y | +3.3% | +82.9% | -79.6% | -11.8% |
| 3Y | -8.2% | +66.0% | -74.2% | -22.4% |
| All | -28.0% | +146.6% | -174.6% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 5y: compounded portfolio wealth divided by compounded NUE 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…
5y analysis · Full analysis span regression · 6 months rolling