+100.8%
HD vs NIO
-51.7%
+152.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.4% |
| 7D | +1.5% | -14.5% | +16.0% | +2.3% |
| 30D | +18.0% | -15.0% | +33.0% | +19.0% |
| 3M | +2.8% | -35.6% | +38.4% | +5.1% |
| 6M | +17.0% | -55.7% | +72.6% | +21.7% |
| YTD | +3.5% | -43.1% | +46.7% | +6.0% |
| 1Y | -2.6% | -53.5% | +50.9% | +0.7% |
| 3Y | +30.7% | -59.8% | +90.6% | +33.0% |
| 5Y | +6.2% | -93.2% | +99.4% | +13.8% |
| All | +100.8% | -51.7% | +152.5% | +91.7% |
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