+444.6%
NEM vs HAS
+4,652.9%
-4,208.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +13.4% | -0.2% | +13.6% | +13.4% |
| 30D | +6.5% | +31.0% | -24.5% | +3.9% |
| 3M | +14.9% | +30.7% | -15.7% | +12.1% |
| 6M | +5.5% | +23.9% | -18.4% | +3.3% |
| YTD | +21.9% | +48.3% | -26.4% | +17.4% |
| 1Y | +47.9% | +60.2% | -12.3% | +41.5% |
| 3Y | +238.2% | +189.2% | +49.0% | +207.0% |
| 5Y | +146.2% | +50.4% | +95.8% | +132.8% |
| 10Y | +309.3% | +104.2% | +205.1% | +269.9% |
| All | +444.6% | +4,652.9% | -4,208.3% | +450.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling