-9.0%
HUM vs NUE
+61.7%
-70.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.9% |
| 7D | +2.1% | -0.6% | +2.7% | +2.2% |
| 30D | +5.4% | -4.6% | +9.9% | +6.5% |
| 3M | +11.4% | -0.3% | +11.7% | +11.2% |
| 6M | +141.5% | +51.9% | +89.6% | +114.9% |
| YTD | +61.2% | +60.0% | +1.2% | +41.5% |
| 1Y | +49.2% | +82.9% | -33.7% | +26.6% |
| 3Y | -9.0% | +66.0% | -75.0% | -21.5% |
| All | -9.0% | +61.7% | -70.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling