+44.6%
HBAN vs NIO
-51.7%
+96.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.0% |
| 7D | +2.3% | -14.5% | +16.7% | +3.6% |
| 30D | +4.8% | -15.0% | +19.7% | +6.1% |
| 3M | -10.1% | -35.6% | +25.5% | -6.9% |
| 6M | +5.0% | -55.7% | +60.7% | +11.8% |
| YTD | -6.1% | -43.1% | +37.0% | -2.7% |
| 1Y | +4.6% | -53.5% | +58.1% | +10.1% |
| 3Y | +74.9% | -59.8% | +134.8% | +79.7% |
| 5Y | +21.4% | -93.2% | +114.6% | +37.5% |
| All | +44.6% | -51.7% | +96.2% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling