+6.2%
HD vs NUE
+147.3%
-141.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -1.8% | -2.3% | +0.5% | -1.3% |
| 30D | -10.8% | -6.1% | -4.8% | -9.7% |
| 3M | -2.7% | +1.7% | -4.3% | -3.4% |
| 6M | -10.3% | +53.1% | -63.4% | -19.2% |
| YTD | -7.8% | +59.0% | -66.9% | -17.9% |
| 1Y | -23.1% | +85.3% | -108.5% | -34.1% |
| 3Y | +2.0% | +63.2% | -61.2% | -12.0% |
| 5Y | +6.2% | +146.8% | -140.6% | -17.9% |
| All | +6.2% | +147.3% | -141.1% | -17.9% |
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