+63.4%
NUE vs XHB
+21.1%
+42.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.3% |
| 7D | -2.7% | -5.2% | +2.6% | +0.2% |
| 30D | -6.1% | -12.1% | +6.1% | +0.6% |
| 3M | +2.2% | -6.2% | +8.4% | +5.1% |
| 6M | +50.8% | -6.7% | +57.5% | +54.9% |
| YTD | +57.5% | -5.5% | +63.0% | +59.8% |
| 1Y | +82.5% | -15.6% | +98.1% | +97.4% |
| All | +63.4% | +21.1% | +42.3% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling