+7.9%
HD vs NEM
+5.5%
+2.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -2.0% |
| 7D | +4.3% | +13.4% | -9.1% | +2.3% |
| 30D | +20.2% | +6.5% | +13.7% | +18.5% |
| 3M | -1.0% | +14.9% | -15.9% | -2.7% |
| 6M | +7.9% | +5.5% | +2.4% | +5.1% |
| All | +7.9% | +5.5% | +2.4% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling