+31,139.8%
HD vs NEM
+487.7%
+30,652.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | -2.1% | +0.3% | -2.3% | -2.1% |
| 30D | -8.4% | +23.1% | -31.5% | -9.0% |
| 3M | +4.3% | +18.5% | -14.1% | +3.7% |
| 6M | -11.1% | +7.8% | -18.9% | -11.5% |
| YTD | -4.7% | +29.1% | -33.8% | -5.6% |
| 1Y | -19.8% | +72.7% | -92.5% | -21.3% |
| 3Y | +4.1% | +248.7% | -244.6% | -0.1% |
| 5Y | +10.3% | +148.7% | -138.4% | +6.4% |
| 10Y | +203.2% | +304.8% | -101.6% | +190.4% |
| All | +31,139.8% | +487.7% | +30,652.1% | +31,695.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling