+33,829.3%
HD vs NUE
+14,124.9%
+19,704.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.1% |
| 7D | +1.5% | +2.8% | -1.2% | +0.7% |
| 30D | +18.0% | -2.1% | +20.1% | +18.4% |
| 3M | +2.8% | -7.3% | +10.1% | +4.4% |
| 6M | +17.0% | +8.9% | +8.1% | +12.8% |
| YTD | +3.5% | +55.6% | -52.1% | -10.6% |
| 1Y | -2.6% | +74.7% | -77.2% | -18.8% |
| 3Y | +30.7% | +71.7% | -40.9% | +6.0% |
| 5Y | +6.2% | +141.2% | -135.0% | -25.5% |
| 10Y | +242.7% | +429.6% | -186.9% | +77.3% |
| All | +33,829.3% | +14,124.9% | +19,704.4% | +3,495.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling