+396.0%
HPE vs NUE
+146.6%
+249.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.6% | +10.9% | +11.8% |
| 7D | +19.4% | -0.6% | +20.0% | +19.7% |
| 30D | +5.6% | -4.6% | +10.2% | +7.6% |
| 3M | +33.1% | -0.3% | +33.4% | +32.6% |
| 6M | +192.5% | +51.9% | +140.6% | +147.8% |
| YTD | +160.9% | +60.0% | +100.9% | +116.7% |
| 1Y | +155.0% | +82.9% | +72.1% | +100.4% |
| 3Y | +289.4% | +66.0% | +223.4% | +204.9% |
| All | +396.0% | +146.6% | +249.4% | +228.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling