-66.7%
HUBS vs NIO
-90.7%
+24.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.2% |
| 7D | -12.4% | -7.3% | -5.1% | -11.0% |
| 30D | +1.4% | -22.5% | +23.9% | +6.8% |
| 3M | +16.0% | -30.9% | +46.8% | +24.9% |
| 6M | -17.0% | -37.2% | +20.2% | -9.6% |
| YTD | -44.3% | -29.8% | -14.5% | -41.5% |
| 1Y | -54.3% | -37.4% | -16.9% | -51.4% |
| 3Y | -58.4% | -64.3% | +6.0% | -53.5% |
| 5Y | -66.7% | -90.6% | +23.9% | -51.7% |
| All | -66.7% | -90.7% | +24.1% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling