+247.2%
HD vs NEM
+316.2%
-69.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.1% |
| 7D | +5.2% | +11.6% | -6.4% | +3.7% |
| 30D | +20.7% | +1.8% | +18.9% | +20.3% |
| 3M | +0.8% | +2.5% | -1.7% | +0.3% |
| 6M | +12.2% | +3.4% | +8.8% | +11.1% |
| YTD | +4.2% | +20.9% | -16.7% | +0.5% |
| 1Y | -2.6% | +37.2% | -39.8% | -7.7% |
| 3Y | +30.0% | +271.6% | -241.6% | +4.3% |
| 5Y | +8.1% | +136.6% | -128.6% | -9.4% |
| 10Y | +247.2% | +342.6% | -95.5% | +175.0% |
| All | +247.2% | +316.2% | -69.1% | +175.0% |
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