+291.1%
NEM vs HBM
+456.2%
-165.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.7% |
| 7D | -6.4% | +2.2% | -8.7% | -6.9% |
| 30D | +1.4% | -11.8% | +13.2% | +4.3% |
| 3M | -0.7% | -19.2% | +18.5% | +4.2% |
| 6M | -4.5% | -22.9% | +18.4% | +1.0% |
| YTD | +14.0% | +7.8% | +6.2% | +12.0% |
| 1Y | +27.3% | +34.9% | -7.6% | +19.2% |
| 3Y | +250.5% | +422.2% | -171.7% | +140.6% |
| 5Y | +121.1% | +192.8% | -71.8% | +62.7% |
| 10Y | +358.3% | +281.1% | +77.2% | +168.8% |
| All | +291.1% | +456.2% | -165.0% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling