+41.6%
HUBS vs NIO
-38.5%
+80.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.3% |
| 7D | -9.0% | -2.9% | -6.1% | -8.6% |
| 30D | +7.2% | -18.7% | +26.0% | +10.6% |
| 3M | +20.9% | -29.4% | +50.3% | +27.2% |
| 6M | -13.0% | -32.5% | +19.5% | -8.3% |
| YTD | -43.8% | -27.6% | -16.2% | -42.0% |
| 1Y | -54.6% | -39.2% | -15.4% | -52.2% |
| 3Y | -58.5% | -64.3% | +5.8% | -55.5% |
| 5Y | -66.4% | -90.3% | +23.9% | -58.9% |
| All | +41.6% | -38.5% | +80.1% | +38.0% |
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