+303.4%
HUBB vs NIO
-38.3%
+341.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.9% |
| 7D | +1.1% | -4.1% | +5.2% | +1.4% |
| 30D | -9.6% | -23.2% | +13.6% | -8.0% |
| 3M | -6.2% | -29.9% | +23.7% | -4.0% |
| 6M | -6.2% | -25.1% | +18.9% | -4.8% |
| YTD | +3.4% | -27.5% | +30.8% | +5.0% |
| 1Y | +5.3% | -41.1% | +46.4% | +8.2% |
| 3Y | +44.4% | -63.1% | +107.5% | +48.5% |
| 5Y | +152.4% | -90.4% | +242.7% | +171.3% |
| All | +303.4% | -38.3% | +341.8% | +256.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling