+717.5%
HPE vs NUE
+686.8%
+30.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.8% |
| 7D | +13.6% | -2.3% | +15.9% | +14.8% |
| 30D | +7.7% | -6.1% | +13.8% | +10.9% |
| 3M | +22.4% | +1.7% | +20.7% | +20.4% |
| 6M | +172.6% | +53.1% | +119.5% | +120.7% |
| YTD | +147.5% | +59.0% | +88.5% | +96.5% |
| 1Y | +151.8% | +85.3% | +66.4% | +84.7% |
| 3Y | +267.1% | +63.2% | +203.8% | +174.9% |
| 5Y | +362.8% | +146.8% | +216.0% | +158.6% |
| 10Y | +540.2% | +584.3% | -44.1% | +74.6% |
| All | +717.5% | +686.8% | +30.7% | +100.2% |
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