+352.5%
NEM vs HIG
+1,002.1%
-649.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | +23.1% | -3.2% | +26.3% | +23.2% |
| 3M | +18.5% | +9.1% | +9.3% | +17.9% |
| 6M | +7.8% | -1.8% | +9.6% | +7.8% |
| YTD | +29.1% | +1.8% | +27.3% | +28.8% |
| 1Y | +72.7% | +4.6% | +68.1% | +72.0% |
| 3Y | +248.7% | +101.6% | +147.1% | +236.2% |
| 5Y | +148.7% | +124.5% | +24.2% | +138.0% |
| 10Y | +304.8% | +317.8% | -13.0% | +271.9% |
| All | +352.5% | +1,002.1% | -649.5% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling