+29.8%
HUM vs NIO
-40.3%
+70.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | -1.4% | -7.3% | +5.8% | -1.2% |
| 30D | +7.5% | -22.5% | +30.0% | +8.2% |
| 3M | +10.2% | -30.9% | +41.1% | +11.2% |
| 6M | +132.5% | -37.2% | +169.7% | +135.0% |
| YTD | +57.6% | -29.8% | +87.4% | +58.7% |
| 1Y | +48.6% | -37.4% | +86.0% | +49.9% |
| 3Y | -11.2% | -64.3% | +53.2% | -10.0% |
| 5Y | +4.8% | -90.6% | +95.4% | +9.1% |
| All | +29.8% | -40.3% | +70.1% | +16.0% |
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