+302.3%
NEM vs HAL
+4.5%
+297.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | -1.0% | -3.3% | +2.3% | -0.6% |
| 30D | +7.8% | +8.2% | -0.3% | +6.8% |
| 3M | +30.2% | -9.4% | +39.7% | +31.6% |
| 6M | +9.6% | +0.6% | +9.0% | +9.0% |
| YTD | +27.8% | +28.6% | -0.8% | +23.1% |
| 1Y | +60.7% | +63.9% | -3.2% | +49.6% |
| 3Y | +245.3% | -7.1% | +252.4% | +241.5% |
| 5Y | +155.3% | +102.3% | +53.0% | +127.6% |
| All | +302.3% | +4.5% | +297.8% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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