+409.6%
NEM vs HAL
+535.9%
-126.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.1% |
| 7D | -6.4% | +6.1% | -12.5% | -7.5% |
| 30D | +1.4% | +2.9% | -1.5% | +0.6% |
| 3M | -0.7% | +3.3% | -4.1% | -1.6% |
| 6M | -4.5% | -16.9% | +12.4% | -1.7% |
| YTD | +14.0% | +21.2% | -7.1% | +8.7% |
| 1Y | +27.3% | +27.5% | -0.3% | +20.1% |
| 3Y | +250.5% | -6.4% | +256.9% | +243.3% |
| 5Y | +121.1% | +58.0% | +63.1% | +89.4% |
| 10Y | +358.3% | -14.6% | +372.9% | +292.2% |
| All | +409.6% | +535.9% | -126.3% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling