+34,084.2%
HD vs NUE
+14,670.8%
+19,413.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.5% |
| 7D | -1.2% | -2.4% | +1.3% | -0.6% |
| 30D | +20.9% | +3.8% | +17.1% | +19.3% |
| 3M | -0.2% | -3.7% | +3.5% | +0.3% |
| 6M | +14.5% | +13.2% | +1.3% | +9.2% |
| YTD | +4.3% | +61.6% | -57.3% | -10.9% |
| 1Y | -3.5% | +83.6% | -87.1% | -20.7% |
| 3Y | +30.1% | +78.6% | -48.5% | +4.3% |
| 5Y | +8.5% | +148.0% | -139.5% | -24.5% |
| 10Y | +245.3% | +449.9% | -204.6% | +76.7% |
| All | +34,084.2% | +14,670.8% | +19,413.4% | +3,482.9% |
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 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