+14,007.6%
NUE vs HRB
+3,063.3%
+10,944.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | -2.7% | -12.2% | +9.5% | +1.2% |
| 30D | -6.1% | -3.0% | -3.1% | -6.0% |
| 3M | +2.2% | +21.7% | -19.5% | -5.3% |
| 6M | +50.8% | +52.3% | -1.5% | +27.5% |
| YTD | +57.5% | +6.5% | +51.1% | +48.0% |
| 1Y | +82.5% | -6.7% | +89.1% | +78.2% |
| 3Y | +61.7% | +25.1% | +36.6% | +39.7% |
| 5Y | +145.1% | +113.8% | +31.4% | +72.0% |
| 10Y | +577.8% | +204.8% | +373.0% | +287.7% |
| All | +14,007.6% | +3,063.3% | +10,944.3% | +2,805.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling