+250.5%
NEM vs HIG
+101.4%
+149.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +3.1% | -0.5% | +3.5% | +3.1% |
| 30D | +10.0% | -2.8% | +12.8% | +10.2% |
| 3M | +30.9% | +6.3% | +24.5% | +29.7% |
| 6M | +10.5% | -0.1% | +10.6% | +10.3% |
| YTD | +29.7% | +0.4% | +29.3% | +29.3% |
| 1Y | +71.1% | +6.2% | +64.9% | +68.2% |
| All | +250.5% | +101.4% | +149.0% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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