+301.2%
HUBB vs NIO
-40.3%
+341.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.3% |
| 7D | -1.7% | -7.3% | +5.6% | -1.2% |
| 30D | -12.7% | -22.5% | +9.8% | -11.2% |
| 3M | -2.9% | -30.9% | +27.9% | -0.6% |
| 6M | -4.8% | -37.2% | +32.4% | -2.1% |
| YTD | +2.8% | -29.8% | +32.6% | +4.7% |
| 1Y | +3.5% | -37.4% | +40.9% | +6.0% |
| 3Y | +43.5% | -64.3% | +107.9% | +48.0% |
| 5Y | +154.2% | -90.6% | +244.8% | +173.7% |
| All | +301.2% | -40.3% | +341.5% | +255.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling