+196.1%
HBM vs NIO
-92.9%
+289.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | +0.1% |
| 7D | +5.1% | -4.7% | +9.7% | +6.4% |
| 30D | -15.8% | -14.3% | -1.5% | -12.2% |
| 3M | -22.4% | -32.8% | +10.4% | -13.7% |
| 6M | -20.2% | -49.8% | +29.6% | -4.4% |
| YTD | +9.0% | -40.2% | +49.2% | +23.5% |
| 1Y | +27.4% | -52.7% | +80.1% | +52.8% |
| 3Y | +424.2% | -57.9% | +482.1% | +490.0% |
| 5Y | +196.1% | -92.9% | +289.0% | +367.2% |
| All | +196.1% | -92.9% | +289.0% | +367.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling