+344.1%
NEM vs HAL
-13.9%
+358.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.1% |
| 7D | -6.4% | +6.1% | -12.5% | -7.1% |
| 30D | +1.4% | +2.9% | -1.5% | +0.9% |
| 3M | -0.7% | +3.3% | -4.1% | -1.3% |
| 6M | -4.5% | -16.9% | +12.4% | -2.6% |
| YTD | +14.0% | +21.2% | -7.1% | +10.6% |
| 1Y | +27.3% | +27.5% | -0.3% | +22.6% |
| 3Y | +250.5% | -6.4% | +256.9% | +246.2% |
| 5Y | +121.1% | +58.0% | +63.1% | +103.4% |
| All | +344.1% | -13.9% | +358.0% | +307.7% |
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