+476.9%
NEM vs HAS
+3,598.5%
-3,121.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +0.3% | -1.8% | +2.1% | +0.5% |
| 30D | +23.1% | +2.3% | +20.8% | +22.8% |
| 3M | +18.5% | +10.4% | +8.1% | +17.4% |
| 6M | +7.8% | -3.2% | +11.0% | +7.9% |
| YTD | +29.1% | +15.4% | +13.7% | +27.2% |
| 1Y | +72.7% | +18.8% | +53.9% | +69.7% |
| 3Y | +248.7% | +43.9% | +204.8% | +234.5% |
| 5Y | +148.7% | +13.9% | +134.8% | +141.0% |
| 10Y | +304.8% | +56.4% | +248.4% | +274.7% |
| All | +476.9% | +3,598.5% | -3,121.6% | +497.0% |
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 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