+332.4%
NEM vs HAS
+106.1%
+226.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.3% |
| 7D | +14.7% | +2.2% | +12.6% | +14.4% |
| 30D | +6.2% | +29.6% | -23.4% | +2.1% |
| 3M | +11.0% | +30.3% | -19.3% | +6.5% |
| 6M | +7.9% | +25.6% | -17.7% | +3.8% |
| YTD | +26.2% | +50.8% | -24.7% | +18.0% |
| 1Y | +51.5% | +63.0% | -11.5% | +40.2% |
| 3Y | +290.6% | +211.6% | +79.0% | +229.6% |
| 5Y | +153.1% | +50.4% | +102.7% | +128.4% |
| 10Y | +332.4% | +101.9% | +230.5% | +241.0% |
| All | +332.4% | +106.1% | +226.3% | +241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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