+34,054.1%
HD vs NEM
+450.4%
+33,603.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.6% |
| 7D | +5.2% | +11.6% | -6.4% | +4.8% |
| 30D | +20.7% | +1.8% | +18.9% | +20.6% |
| 3M | +0.8% | +2.5% | -1.7% | +0.7% |
| 6M | +12.2% | +3.4% | +8.8% | +12.0% |
| YTD | +4.2% | +20.9% | -16.7% | +3.4% |
| 1Y | -2.6% | +37.2% | -39.8% | -3.7% |
| 3Y | +30.0% | +271.6% | -241.6% | +24.6% |
| 5Y | +8.1% | +136.6% | -128.6% | +4.4% |
| 10Y | +247.2% | +342.6% | -95.5% | +232.9% |
| All | +34,054.1% | +450.4% | +33,603.7% | +34,720.8% |
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