+575.6%
NUE vs HBM
+619.2%
-43.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | -0.6% | -3.3% | +2.7% | +0.1% |
| 30D | -4.6% | -4.8% | +0.3% | -3.8% |
| 3M | -0.3% | -0.4% | +0.1% | -1.8% |
| 6M | +51.9% | +17.9% | +34.0% | +40.5% |
| YTD | +60.0% | +33.7% | +26.3% | +41.0% |
| 1Y | +82.9% | +95.6% | -12.7% | +43.3% |
| 3Y | +66.0% | +458.1% | -392.1% | -9.4% |
| 5Y | +149.0% | +329.0% | -180.0% | +39.1% |
| All | +575.6% | +619.2% | -43.5% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling