+44.6%
HUBS vs NIO
-38.3%
+83.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.9% |
| 7D | -6.2% | -4.1% | -2.1% | -5.6% |
| 30D | +6.6% | -23.2% | +29.9% | +10.9% |
| 3M | +16.4% | -29.9% | +46.4% | +22.7% |
| 6M | -19.7% | -25.1% | +5.4% | -17.0% |
| YTD | -42.6% | -27.5% | -15.2% | -40.8% |
| 1Y | -54.2% | -41.1% | -13.1% | -51.5% |
| 3Y | -57.1% | -63.1% | +6.0% | -54.4% |
| 5Y | -66.2% | -90.4% | +24.1% | -58.7% |
| All | +44.6% | -38.3% | +83.0% | +40.9% |
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