+511.0%
HBM vs NIO
-40.3%
+551.4%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.2% | -4.3% | -6.9% |
| 7D | -3.7% | -7.3% | +3.5% | -2.3% |
| 30D | -3.7% | -22.5% | +18.8% | +1.4% |
| 3M | +8.0% | -30.9% | +38.9% | +16.1% |
| 6M | +15.8% | -37.2% | +53.0% | +26.6% |
| YTD | +34.4% | -29.8% | +64.2% | +42.9% |
| 1Y | +98.2% | -37.4% | +135.6% | +114.0% |
| 3Y | +476.6% | -64.3% | +540.9% | +548.5% |
| 5Y | +331.1% | -90.6% | +421.7% | +462.1% |
| All | +511.0% | -40.3% | +551.4% | +469.3% |
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