+206.4%
HD vs NUE
+599.8%
-393.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | -3.8% | -0.6% | -3.2% | -3.7% |
| 30D | -9.4% | -4.6% | -4.9% | -8.4% |
| 3M | -4.6% | -0.3% | -4.3% | -5.0% |
| 6M | -10.1% | +51.9% | -62.0% | -21.2% |
| YTD | -8.3% | +60.0% | -68.3% | -21.1% |
| 1Y | -25.0% | +82.9% | -107.9% | -38.3% |
| 3Y | +1.5% | +66.0% | -64.4% | -16.5% |
| 5Y | +5.6% | +149.0% | -143.4% | -27.9% |
| All | +206.4% | +599.8% | -393.4% | +26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling