+356.1%
HPE vs NIO
-38.3%
+394.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.3% |
| 7D | +13.6% | -4.1% | +17.8% | +14.0% |
| 30D | +7.7% | -23.2% | +31.0% | +9.9% |
| 3M | +22.4% | -29.9% | +52.3% | +25.7% |
| 6M | +172.6% | -25.1% | +197.7% | +177.6% |
| YTD | +147.5% | -27.5% | +175.0% | +152.2% |
| 1Y | +151.8% | -41.1% | +192.9% | +160.0% |
| 3Y | +267.1% | -63.1% | +330.2% | +280.3% |
| 5Y | +362.8% | -90.4% | +453.1% | +403.6% |
| All | +356.1% | -38.3% | +394.4% | +312.9% |
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