+45.4%
NU vs HLT
+116.8%
-71.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | -4.2% | -2.6% | -1.6% | -2.1% |
| 30D | +10.0% | -2.6% | +12.7% | +12.5% |
| 3M | +29.3% | -9.4% | +38.7% | +40.0% |
| 6M | +0.9% | +2.7% | -1.8% | -2.4% |
| YTD | -10.3% | +6.8% | -17.0% | -17.0% |
| 1Y | -3.2% | +12.4% | -15.5% | -15.4% |
| 3Y | +120.6% | +100.2% | +20.4% | +2.5% |
| All | +45.4% | +116.8% | -71.4% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling