+3.4%
NU vs HPE
+122.1%
-118.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.7% |
| 7D | +7.5% | -0.6% | +8.1% | +7.5% |
| 30D | +6.1% | -2.3% | +8.4% | +6.2% |
| 3M | +26.8% | -2.9% | +29.7% | +26.4% |
| 6M | +2.5% | +143.6% | -141.1% | -11.9% |
| YTD | -8.2% | +118.5% | -126.7% | -19.1% |
| 1Y | +3.4% | +129.2% | -125.8% | -8.4% |
| All | +3.4% | +122.1% | -118.7% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling