+345.1%
HUT vs NIO
-43.5%
+388.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +5.9% | +8.6% | +13.0% |
| 7D | -11.4% | +5.6% | -17.0% | -12.8% |
| 30D | -41.0% | -4.2% | -36.8% | -40.2% |
| 3M | -41.9% | -26.3% | -15.6% | -36.9% |
| 6M | -51.7% | -42.5% | -9.1% | -43.9% |
| YTD | +14.6% | -33.5% | +48.1% | +26.8% |
| 1Y | +21.4% | -52.7% | +74.1% | +46.8% |
| 3Y | +359.8% | -57.5% | +417.3% | +433.0% |
| 5Y | -27.5% | -92.0% | +64.5% | +11.8% |
| All | +345.1% | -43.5% | +388.6% | +585.6% |
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