+157.7%
NEM vs HAL
+112.2%
+45.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +3.1% | -1.3% | +4.4% | +3.3% |
| 30D | +10.0% | +10.9% | -0.9% | +8.3% |
| 3M | +30.9% | -5.8% | +36.7% | +31.8% |
| 6M | +10.5% | +8.1% | +2.4% | +8.6% |
| YTD | +29.7% | +33.2% | -3.5% | +23.1% |
| 1Y | +71.1% | +74.2% | -3.0% | +55.0% |
| 3Y | +252.1% | -3.7% | +255.8% | +247.9% |
| 5Y | +157.7% | +111.9% | +45.8% | +141.4% |
| All | +157.7% | +112.2% | +45.5% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling