+72.8%
HCA vs NUE
+146.6%
-73.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | +5.4% | -0.6% | +6.0% | +5.5% |
| 30D | +3.0% | -4.6% | +7.5% | +3.7% |
| 3M | +13.0% | -0.3% | +13.3% | +12.8% |
| 6M | -20.3% | +51.9% | -72.1% | -26.3% |
| YTD | -8.2% | +60.0% | -68.2% | -16.1% |
| 1Y | +6.7% | +82.9% | -76.2% | -5.1% |
| 3Y | +60.4% | +66.0% | -5.6% | +42.0% |
| All | +72.8% | +146.6% | -73.8% | +42.4% |
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