+302.3%
NEM vs HCA
+511.6%
-209.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | -1.0% | +5.4% | -6.4% | -1.6% |
| 30D | +7.8% | +3.0% | +4.9% | +7.4% |
| 3M | +30.2% | +13.0% | +17.2% | +28.2% |
| 6M | +9.6% | -20.3% | +29.9% | +12.2% |
| YTD | +27.8% | -8.2% | +36.1% | +28.4% |
| 1Y | +60.7% | +6.7% | +54.0% | +58.2% |
| 3Y | +245.3% | +60.4% | +184.9% | +221.1% |
| 5Y | +155.3% | +73.4% | +81.9% | +132.8% |
| All | +302.3% | +511.6% | -209.3% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 10y: compounded portfolio wealth divided by compounded HCA 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…
10y analysis · Full analysis span regression · 6 months rolling