+41.5%
NU vs HLT
+116.8%
-75.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | -4.9% | -1.6% | -3.3% | -3.6% |
| 30D | +7.8% | -5.0% | +12.8% | +12.7% |
| 3M | +20.9% | -10.4% | +31.3% | +32.2% |
| 6M | +0.9% | +3.2% | -2.3% | -2.9% |
| YTD | -12.7% | +6.7% | -19.4% | -19.2% |
| 1Y | -6.4% | +10.3% | -16.7% | -16.8% |
| 3Y | +98.1% | +99.3% | -1.2% | -7.5% |
| All | +41.5% | +116.8% | -75.3% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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