-4.6%
HD vs NEM
+50.9%
-55.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.9% | -3.4% | +5.2% |
| 7D | +11.9% | +3.7% | +8.3% | +11.2% |
| 30D | +26.4% | +2.0% | +24.4% | +25.7% |
| 3M | +2.8% | +21.1% | -18.3% | +0.5% |
| 6M | +15.5% | +9.5% | +6.0% | +13.7% |
| YTD | +5.5% | +19.1% | -13.5% | +2.8% |
| 1Y | -4.6% | +51.1% | -55.7% | -8.5% |
| All | -4.6% | +50.9% | -55.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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