+145.1%
NUE vs HDB
-38.6%
+183.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.7% |
| 7D | -2.7% | -6.2% | +3.5% | -1.1% |
| 30D | -6.1% | -6.2% | +0.2% | -4.6% |
| 3M | +2.2% | -5.9% | +8.1% | +3.4% |
| 6M | +50.8% | -25.9% | +76.7% | +61.9% |
| YTD | +57.5% | -40.2% | +97.8% | +79.3% |
| 1Y | +82.5% | -38.0% | +120.5% | +105.2% |
| 3Y | +61.7% | -30.5% | +92.2% | +73.7% |
| 5Y | +145.1% | -38.1% | +183.3% | +155.9% |
| All | +145.1% | -38.6% | +183.8% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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