+14.5%
NU vs HD
-4.2%
+18.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.4% |
| 7D | +0.8% | -0.5% | +1.2% | +1.1% |
| 30D | -24.1% | +18.5% | -42.6% | -32.8% |
| 3M | -12.8% | +2.2% | -14.9% | -14.5% |
| 6M | -10.9% | +13.8% | -24.7% | -20.0% |
| YTD | -29.3% | +3.4% | -32.7% | -32.6% |
| 1Y | -26.9% | -3.5% | -23.4% | -26.7% |
| 3Y | +38.8% | +29.0% | +9.9% | +2.4% |
| All | +14.5% | -4.2% | +18.7% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling