+45.2%
NU vs HAS
+7.1%
+38.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.5% |
| 7D | -2.6% | -4.8% | +2.2% | -0.4% |
| 30D | +8.2% | -5.1% | +13.4% | +10.9% |
| 3M | +26.3% | +6.4% | +19.9% | +22.1% |
| 6M | +2.2% | -5.6% | +7.9% | +3.7% |
| YTD | -10.4% | +11.0% | -21.4% | -16.4% |
| 1Y | -3.0% | +16.8% | -19.8% | -11.9% |
| 3Y | +120.3% | +44.0% | +76.2% | +76.2% |
| All | +45.2% | +7.1% | +38.1% | +95.5% |
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