+4.6%
HUM vs NIO
-90.4%
+95.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | -0.2% | -4.1% | +3.9% | -0.2% |
| 30D | +3.7% | -23.2% | +26.9% | +4.1% |
| 3M | +10.4% | -29.9% | +40.3% | +10.9% |
| 6M | +125.7% | -25.1% | +150.8% | +126.5% |
| YTD | +57.3% | -27.5% | +84.8% | +57.9% |
| 1Y | +48.6% | -41.1% | +89.7% | +49.5% |
| 3Y | -11.3% | -63.1% | +51.8% | -10.4% |
| All | +4.6% | -90.4% | +95.0% | +13.0% |
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 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