+45.2%
NU vs HD
-14.6%
+59.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.4% |
| 7D | -2.6% | -1.8% | -0.8% | -1.4% |
| 30D | +8.2% | -10.8% | +19.1% | +17.2% |
| 3M | +26.3% | -2.7% | +28.9% | +27.4% |
| 6M | +2.2% | -10.3% | +12.5% | +9.4% |
| YTD | -10.4% | -7.8% | -2.6% | -6.9% |
| 1Y | -3.0% | -23.1% | +20.2% | +15.6% |
| 3Y | +120.3% | +2.0% | +118.3% | +98.6% |
| All | +45.2% | -14.6% | +59.8% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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