+258.0%
NUE vs ALHC
-28.9%
+286.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.2% | -0.6% | +4.8% | +4.3% |
| 30D | -5.0% | -1.0% | -4.0% | -5.0% |
| 3M | -0.2% | -10.2% | +9.9% | -0.5% |
| 6M | +49.1% | -28.3% | +77.4% | +50.6% |
| YTD | +61.0% | -31.4% | +92.4% | +63.0% |
| 1Y | +82.5% | -16.9% | +99.5% | +82.1% |
| 3Y | +57.9% | +135.5% | -77.6% | +40.7% |
| 5Y | +146.6% | -33.6% | +180.2% | +118.0% |
| All | +258.0% | -28.9% | +286.9% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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