+308.5%
HUBB vs NIO
-36.7%
+345.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +0.5% | -13.0% | +13.6% | +1.5% |
| 30D | -10.0% | -18.3% | +8.3% | -8.8% |
| 3M | -4.8% | -33.2% | +28.5% | -2.2% |
| 6M | -5.6% | -21.5% | +15.9% | -4.5% |
| YTD | +4.7% | -25.5% | +30.1% | +6.2% |
| 1Y | +6.7% | -38.0% | +44.7% | +9.2% |
| 3Y | +45.8% | -65.5% | +111.2% | +50.5% |
| 5Y | +145.9% | -90.6% | +236.5% | +164.6% |
| All | +308.5% | -36.7% | +345.2% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling