+33,321.4%
HD vs NEM
+454.8%
+32,866.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -1.9% |
| 7D | +4.3% | +13.4% | -9.1% | +3.9% |
| 30D | +20.2% | +6.5% | +13.7% | +19.9% |
| 3M | -1.0% | +14.9% | -15.9% | -1.5% |
| 6M | +7.9% | +5.5% | +2.4% | +7.6% |
| YTD | +2.0% | +21.9% | -19.9% | +1.2% |
| 1Y | -4.3% | +47.9% | -52.2% | -5.6% |
| 3Y | +25.9% | +238.2% | -212.2% | +21.0% |
| 5Y | +5.8% | +146.2% | -140.4% | +2.1% |
| 10Y | +262.5% | +309.3% | -46.8% | +247.7% |
| All | +33,321.4% | +454.8% | +32,866.6% | +33,965.5% |
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 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