+289.4%
HPE vs NUE
+61.7%
+227.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.6% | +10.9% | +11.7% |
| 7D | +19.4% | -0.6% | +20.0% | +19.8% |
| 30D | +5.6% | -4.6% | +10.2% | +7.8% |
| 3M | +33.1% | -0.3% | +33.4% | +32.7% |
| 6M | +192.5% | +51.9% | +140.6% | +142.6% |
| YTD | +160.9% | +60.0% | +100.9% | +111.7% |
| 1Y | +155.0% | +82.9% | +72.1% | +94.4% |
| 3Y | +289.4% | +66.0% | +223.4% | +175.6% |
| All | +289.4% | +61.7% | +227.7% | +175.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling