+630.8%
HL vs NIO
-36.7%
+667.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | +1.5% | -13.0% | +14.5% | +3.2% |
| 30D | +25.1% | -18.3% | +43.3% | +28.2% |
| 3M | +22.9% | -33.2% | +56.1% | +29.0% |
| 6M | -4.9% | -21.5% | +16.6% | -2.4% |
| YTD | +7.8% | -25.5% | +33.3% | +11.3% |
| 1Y | +133.9% | -38.0% | +171.9% | +145.5% |
| 3Y | +380.9% | -65.5% | +446.4% | +415.4% |
| 5Y | +230.2% | -90.6% | +320.8% | +277.2% |
| All | +630.8% | -36.7% | +667.5% | +648.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling