+839.2%
NUE vs HBM
+649.7%
+189.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -2.3% | +5.5% | -7.8% | -3.7% |
| 30D | -6.1% | +3.3% | -9.4% | -7.3% |
| 3M | +1.7% | +12.7% | -11.0% | -2.9% |
| 6M | +53.1% | +28.2% | +24.9% | +39.1% |
| YTD | +59.0% | +45.3% | +13.7% | +38.1% |
| 1Y | +85.3% | +121.7% | -36.4% | +42.3% |
| 3Y | +63.2% | +523.5% | -460.3% | -10.1% |
| 5Y | +146.8% | +393.9% | -247.1% | +38.0% |
| 10Y | +584.3% | +647.9% | -63.6% | +185.3% |
| All | +839.2% | +649.7% | +189.5% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling