+250.5%
NEM vs HAS
+212.5%
+38.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -6.4% | +1.4% | -7.8% | -6.7% |
| 30D | +1.4% | +26.3% | -24.9% | -4.4% |
| 3M | -0.7% | +25.6% | -26.3% | -6.4% |
| 6M | -4.5% | +30.3% | -34.7% | -11.3% |
| YTD | +14.0% | +50.4% | -36.3% | +1.5% |
| 1Y | +27.3% | +57.7% | -30.4% | +11.8% |
| 3Y | +250.5% | +213.4% | +37.1% | +132.6% |
| All | +250.5% | +212.5% | +38.0% | +132.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling