+247.7%
NEM vs HDB
-27.8%
+275.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | 0.0% |
| 7D | +3.9% | -2.0% | +5.9% | +4.4% |
| 30D | +12.7% | -4.9% | +17.6% | +14.1% |
| 3M | +28.7% | -2.3% | +31.0% | +28.9% |
| 6M | +9.8% | -23.7% | +33.5% | +16.0% |
| YTD | +28.1% | -38.5% | +66.6% | +40.6% |
| 1Y | +69.3% | -36.5% | +105.8% | +84.1% |
| 3Y | +247.7% | -28.5% | +276.1% | +252.8% |
| All | +247.7% | -27.8% | +275.4% | +252.8% |
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