+271.6%
NEM vs HDB
-5.9%
+277.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.8% | -4.3% |
| 7D | +11.6% | +12.7% | -1.1% | +8.1% |
| 30D | +1.8% | +16.6% | -14.8% | -2.2% |
| 3M | +2.5% | +10.8% | -8.3% | -0.4% |
| 6M | +3.4% | +3.8% | -0.4% | +1.8% |
| YTD | +20.9% | -28.9% | +49.8% | +28.0% |
| 1Y | +37.2% | -28.0% | +65.2% | +44.7% |
| 3Y | +271.6% | -7.2% | +278.8% | +279.1% |
| All | +271.6% | -5.9% | +277.5% | +279.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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