+575.6%
NUE vs XHB
+215.4%
+360.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.5% |
| 7D | -0.6% | -4.6% | +4.0% | +2.6% |
| 30D | -4.6% | -9.1% | +4.6% | +1.8% |
| 3M | -0.3% | -8.6% | +8.2% | +5.1% |
| 6M | +51.9% | -4.0% | +55.9% | +54.0% |
| YTD | +60.0% | -3.9% | +63.9% | +61.2% |
| 1Y | +82.9% | -16.5% | +99.4% | +102.9% |
| 3Y | +66.0% | +22.6% | +43.4% | +35.0% |
| 5Y | +149.0% | +33.9% | +115.0% | +85.6% |
| All | +575.6% | +215.4% | +360.2% | +153.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling