+86.3%
HUT vs NIO
-90.7%
+177.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.7% | +6.9% |
| 7D | +17.8% | -13.0% | +30.8% | +25.5% |
| 30D | +0.8% | -18.3% | +19.1% | +10.3% |
| 3M | -26.8% | -33.2% | +6.4% | -11.5% |
| 6M | +72.6% | -21.5% | +94.0% | +89.4% |
| YTD | +103.6% | -25.5% | +129.1% | +127.0% |
| 1Y | +265.3% | -38.0% | +303.3% | +340.0% |
| 3Y | +689.4% | -65.5% | +754.9% | +991.3% |
| All | +86.3% | -90.7% | +177.0% | +456.2% |
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