+41.5%
NU vs HPE
+356.4%
-314.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.4% | -15.1% | -6.3% |
| 7D | -4.9% | +19.4% | -24.3% | -10.3% |
| 30D | +7.8% | +5.6% | +2.2% | +5.4% |
| 3M | +20.9% | +33.1% | -12.1% | +8.9% |
| 6M | +0.9% | +192.5% | -191.6% | -36.0% |
| YTD | -12.7% | +160.9% | -173.6% | -42.2% |
| 1Y | -6.4% | +155.0% | -161.4% | -38.0% |
| 3Y | +98.1% | +289.4% | -191.3% | -0.5% |
| All | +41.5% | +356.4% | -314.9% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling