+636.8%
HL vs NIO
-38.3%
+675.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.2% |
| 7D | +0.4% | -4.1% | +4.5% | +0.9% |
| 30D | +18.8% | -23.2% | +42.1% | +22.7% |
| 3M | +43.7% | -29.9% | +73.6% | +49.9% |
| 6M | -1.0% | -25.1% | +24.1% | +2.1% |
| YTD | +8.7% | -27.5% | +36.2% | +12.5% |
| 1Y | +105.0% | -41.1% | +146.1% | +116.4% |
| 3Y | +427.3% | -63.1% | +490.4% | +461.6% |
| 5Y | +249.3% | -90.4% | +339.7% | +298.9% |
| All | +636.8% | -38.3% | +675.1% | +656.9% |
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