+248.7%
NEM vs HCA
+1,635.7%
-1,387.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | +3.9% | -2.8% | +6.6% | +4.2% |
| 30D | +12.7% | -2.7% | +15.5% | +13.0% |
| 3M | +28.7% | +11.5% | +17.2% | +27.0% |
| 6M | +9.8% | -24.3% | +34.1% | +12.7% |
| YTD | +28.1% | -13.6% | +41.7% | +29.4% |
| 1Y | +69.3% | -3.2% | +72.5% | +68.8% |
| 3Y | +247.7% | +50.4% | +197.3% | +228.7% |
| 5Y | +153.4% | +64.8% | +88.6% | +135.3% |
| 10Y | +291.3% | +456.5% | -165.3% | +220.2% |
| All | +248.7% | +1,635.7% | -1,387.0% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling