+302.3%
HLT vs NIO
-38.5%
+340.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.3% |
| 7D | -1.6% | -2.9% | +1.3% | -1.4% |
| 30D | -5.0% | -18.7% | +13.7% | -3.4% |
| 3M | -10.4% | -29.4% | +19.1% | -7.9% |
| 6M | +3.2% | -32.5% | +35.8% | +6.1% |
| YTD | +6.7% | -27.6% | +34.4% | +8.8% |
| 1Y | +10.3% | -39.2% | +49.5% | +13.5% |
| 3Y | +99.3% | -64.3% | +163.6% | +107.2% |
| 5Y | +143.7% | -90.3% | +234.0% | +169.7% |
| All | +302.3% | -38.5% | +340.8% | +248.6% |
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