+575.6%
NUE vs HRB
+209.1%
+366.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.4% |
| 7D | -0.6% | -8.0% | +7.4% | +1.4% |
| 30D | -4.6% | -16.0% | +11.4% | -0.7% |
| 3M | -0.3% | +26.9% | -27.2% | -7.2% |
| 6M | +51.9% | +51.1% | +0.8% | +32.8% |
| YTD | +60.0% | +7.1% | +52.9% | +53.4% |
| 1Y | +82.9% | -9.6% | +92.5% | +84.0% |
| 3Y | +66.0% | +25.4% | +40.6% | +46.8% |
| 5Y | +149.0% | +114.9% | +34.0% | +80.1% |
| All | +575.6% | +209.1% | +366.5% | +324.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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