+45.2%
NU vs HPE
+333.0%
-287.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -3.7% |
| 7D | -2.6% | +13.6% | -16.2% | -6.5% |
| 30D | +8.2% | +7.7% | +0.5% | +5.3% |
| 3M | +26.3% | +22.4% | +3.9% | +17.1% |
| 6M | +2.2% | +172.6% | -170.3% | -33.4% |
| YTD | -10.4% | +147.5% | -157.9% | -39.5% |
| 1Y | -3.0% | +151.8% | -154.8% | -35.7% |
| 3Y | +120.3% | +267.1% | -146.8% | +13.2% |
| All | +45.2% | +333.0% | -287.8% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling