+82.9%
NUE vs XHB
-14.9%
+97.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.8% |
| 7D | -0.6% | -4.6% | +4.0% | +1.5% |
| 30D | -4.6% | -9.1% | +4.6% | -0.5% |
| 3M | -0.3% | -8.6% | +8.2% | +3.3% |
| 6M | +51.9% | -4.0% | +55.9% | +52.9% |
| YTD | +60.0% | -3.9% | +63.9% | +59.4% |
| 1Y | +82.9% | -16.5% | +99.4% | +88.6% |
| All | +82.9% | -14.9% | +97.8% | +88.6% |
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