+210.2%
HD vs NEM
+299.2%
-89.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -1.8% | +3.1% | -4.9% | -2.2% |
| 30D | -10.8% | +10.0% | -20.8% | -12.0% |
| 3M | -2.7% | +30.9% | -33.6% | -6.1% |
| 6M | -10.3% | +10.5% | -20.8% | -12.0% |
| YTD | -7.8% | +29.7% | -37.6% | -11.6% |
| 1Y | -23.1% | +71.1% | -94.3% | -29.3% |
| 3Y | +2.0% | +252.1% | -250.1% | -16.6% |
| 5Y | +6.2% | +157.7% | -151.5% | -11.2% |
| 10Y | +210.2% | +319.4% | -109.2% | +149.5% |
| All | +210.2% | +299.2% | -89.1% | +149.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling