+41.5%
NU vs HBM
+281.9%
-240.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -4.9% | -3.3% | -1.6% | -4.1% |
| 30D | +7.8% | -4.8% | +12.6% | +8.9% |
| 3M | +20.9% | -0.4% | +21.4% | +19.5% |
| 6M | +0.9% | +17.9% | -17.0% | -7.0% |
| YTD | -12.7% | +33.7% | -46.4% | -23.4% |
| 1Y | -6.4% | +95.6% | -102.0% | -27.7% |
| 3Y | +98.1% | +458.1% | -360.0% | +2.4% |
| All | +41.5% | +281.9% | -240.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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