+943.2%
NUE vs XHB
+167.3%
+775.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.2% |
| 7D | +1.8% | +0.2% | +1.6% | +1.6% |
| 30D | -6.0% | -9.1% | +3.1% | -0.2% |
| 3M | +1.4% | -2.3% | +3.8% | +2.2% |
| 6M | +52.8% | -4.1% | +57.0% | +55.2% |
| YTD | +58.1% | -1.7% | +59.8% | +57.2% |
| 1Y | +80.4% | -15.1% | +95.5% | +96.9% |
| 3Y | +62.3% | +26.8% | +35.5% | +33.0% |
| 5Y | +146.2% | +37.3% | +108.9% | +88.7% |
| 10Y | +549.5% | +205.7% | +343.8% | +193.2% |
| All | +943.2% | +167.3% | +775.9% | +321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling