+152.0%
NUE vs HBM
+329.7%
-177.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.5% | +6.6% | +1.1% |
| 7D | -2.7% | -3.7% | +1.1% | -1.8% |
| 30D | -6.1% | -3.7% | -2.4% | -5.6% |
| 3M | +2.2% | +8.0% | -5.8% | -1.5% |
| 6M | +50.8% | +15.8% | +35.0% | +39.9% |
| YTD | +57.5% | +34.4% | +23.2% | +37.6% |
| 1Y | +82.5% | +98.2% | -15.7% | +39.8% |
| 3Y | +61.7% | +476.6% | -414.9% | -19.7% |
| All | +152.0% | +329.7% | -177.7% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling