+306.6%
HCA vs NIO
-51.7%
+358.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.1% |
| 7D | +0.8% | -14.5% | +15.3% | +1.5% |
| 30D | +6.1% | -15.0% | +21.0% | +6.8% |
| 3M | +21.4% | -35.6% | +57.0% | +23.6% |
| 6M | +17.2% | -55.7% | +72.8% | +21.1% |
| YTD | +7.5% | -43.1% | +50.6% | +9.5% |
| 1Y | +6.2% | -53.5% | +59.7% | +9.1% |
| 3Y | +122.0% | -59.8% | +181.8% | +125.1% |
| 5Y | +112.2% | -93.2% | +205.4% | +128.6% |
| All | +306.6% | -51.7% | +358.3% | +264.7% |
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