+82.5%
NUE vs XHB
-9.3%
+91.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | +4.2% | -1.3% | +5.5% | +4.8% |
| 30D | -5.0% | -6.9% | +1.9% | -2.0% |
| 3M | -0.2% | -1.3% | +1.0% | -0.2% |
| 6M | +49.1% | -6.8% | +55.9% | +52.4% |
| YTD | +61.0% | +0.7% | +60.3% | +57.1% |
| 1Y | +82.5% | -11.2% | +93.8% | +88.1% |
| All | +82.5% | -9.3% | +91.8% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling