+133.6%
HOOD vs NIO
-92.2%
+225.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -1.0% |
| 7D | -5.1% | +2.8% | -7.9% | -5.9% |
| 30D | -25.4% | -8.4% | -17.0% | -22.9% |
| 3M | -14.0% | -32.0% | +18.0% | -1.6% |
| 6M | +5.6% | -43.9% | +49.5% | +28.1% |
| YTD | -28.1% | -35.7% | +7.6% | -18.5% |
| 1Y | -40.1% | -51.1% | +11.0% | -25.5% |
| 3Y | +888.2% | -54.7% | +942.9% | +1,001.2% |
| 5Y | +135.8% | -91.7% | +227.5% | +386.8% |
| All | +133.6% | -92.2% | +225.8% | +424.6% |
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