+291.3%
NEM vs HAS
+53.3%
+238.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | +3.9% | -3.1% | +7.0% | +4.3% |
| 30D | +12.7% | -2.7% | +15.4% | +13.2% |
| 3M | +28.7% | +8.9% | +19.7% | +26.8% |
| 6M | +9.8% | -2.9% | +12.7% | +9.8% |
| YTD | +28.1% | +12.6% | +15.5% | +25.3% |
| 1Y | +69.3% | +17.5% | +51.9% | +64.6% |
| 3Y | +247.7% | +46.2% | +201.5% | +222.4% |
| 5Y | +153.4% | +12.6% | +140.8% | +138.9% |
| 10Y | +291.3% | +55.7% | +235.6% | +224.8% |
| All | +291.3% | +53.3% | +238.0% | +224.8% |
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