+874.3%
NEM vs HDB
+3,812.1%
-2,937.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +23.1% | -2.8% | +25.9% | +23.7% |
| 3M | +18.5% | -3.5% | +22.0% | +19.1% |
| 6M | +7.8% | -24.7% | +32.5% | +13.4% |
| YTD | +29.1% | -36.6% | +65.7% | +40.0% |
| 1Y | +72.7% | -34.4% | +107.0% | +85.7% |
| 3Y | +248.7% | -24.4% | +273.1% | +262.1% |
| 5Y | +148.7% | -35.4% | +184.0% | +161.9% |
| 10Y | +304.8% | +39.5% | +265.2% | +250.2% |
| All | +874.3% | +3,812.1% | -2,937.8% | +384.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling