+250.5%
NEM vs HBM
+506.5%
-256.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +3.1% | +5.5% | -2.5% | +0.6% |
| 30D | +10.0% | +3.3% | +6.7% | +8.4% |
| 3M | +30.9% | +12.7% | +18.2% | +23.6% |
| 6M | +10.5% | +28.2% | -17.7% | -2.1% |
| YTD | +29.7% | +45.3% | -15.6% | +10.4% |
| 1Y | +71.1% | +121.7% | -50.6% | +25.8% |
| All | +250.5% | +506.5% | -256.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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