+37.0%
HPQ vs NUE
+61.7%
-24.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +7.8% |
| 7D | +9.8% | -0.6% | +10.4% | +10.1% |
| 30D | +22.4% | -4.6% | +26.9% | +24.3% |
| 3M | +45.2% | -0.3% | +45.5% | +45.0% |
| 6M | +96.4% | +51.9% | +44.5% | +68.9% |
| YTD | +65.4% | +60.0% | +5.4% | +39.2% |
| 1Y | +31.6% | +82.9% | -51.3% | +5.1% |
| 3Y | +37.0% | +66.0% | -28.9% | +4.3% |
| All | +37.0% | +61.7% | -24.7% | +4.3% |
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