+98.1%
NU vs HL
+391.6%
-293.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | -4.9% | -4.4% | -0.5% | -4.2% |
| 30D | +7.8% | +9.3% | -1.5% | +5.9% |
| 3M | +20.9% | +32.0% | -11.1% | +14.6% |
| 6M | +0.9% | -6.4% | +7.3% | +0.5% |
| YTD | -12.7% | +3.1% | -15.8% | -15.6% |
| 1Y | -6.4% | +77.6% | -84.0% | -19.3% |
| 3Y | +98.1% | +392.8% | -294.7% | +36.3% |
| All | +98.1% | +391.6% | -293.5% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 3y: compounded portfolio wealth divided by compounded HL 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…
3y analysis · Full analysis span regression · 6 months rolling