+433.6%
NEM vs HAL
+519.9%
-86.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -1.9% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +1.1% | +1.0% | +0.1% | +0.7% |
| 3M | +1.3% | -2.1% | +3.4% | +1.4% |
| 6M | -1.4% | -17.5% | +16.1% | +1.6% |
| YTD | +19.4% | +18.1% | +1.3% | +14.4% |
| 1Y | +32.9% | +19.7% | +13.2% | +26.9% |
| 3Y | +267.0% | -7.9% | +274.9% | +260.5% |
| 5Y | +131.0% | +53.1% | +77.9% | +99.1% |
| 10Y | +379.9% | -16.8% | +396.7% | +312.6% |
| All | +433.6% | +519.9% | -86.3% | +215.0% |
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