+16.9%
NU vs HAS
+46.6%
-29.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | +4.0% | +3.3% | +0.8% | +2.6% |
| 30D | -25.1% | +30.5% | -55.6% | -33.9% |
| 3M | -12.8% | +29.9% | -42.7% | -23.0% |
| 6M | -12.5% | +26.5% | -39.0% | -22.3% |
| YTD | -27.8% | +51.9% | -79.8% | -41.9% |
| 1Y | -24.6% | +60.9% | -85.5% | -41.0% |
| 3Y | +41.8% | +215.0% | -173.2% | -28.0% |
| All | +16.9% | +46.6% | -29.7% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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