+5,506.3%
HON vs NUE
+14,439.6%
-8,933.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -0.6% | -2.3% | +1.7% | +0.2% |
| 30D | -15.4% | -6.1% | -9.3% | -13.7% |
| 3M | -9.1% | +1.7% | -10.8% | -10.0% |
| 6M | -17.1% | +53.1% | -70.1% | -28.7% |
| YTD | +1.5% | +59.0% | -57.5% | -14.0% |
| 1Y | -1.3% | +85.3% | -86.7% | -21.0% |
| 3Y | +19.5% | +63.2% | -43.7% | -3.6% |
| 5Y | +3.1% | +146.8% | -143.7% | -31.9% |
| 10Y | +138.4% | +584.3% | -445.9% | +4.5% |
| All | +5,506.3% | +14,439.6% | -8,933.3% | +681.6% |
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