+51.1%
NEM vs HL
+22.6%
+28.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +13.2% | -3.3% | +2.7% |
| 7D | +3.7% | +0.2% | +3.5% | +3.4% |
| 30D | +2.0% | -12.1% | +14.1% | +8.9% |
| 3M | +21.1% | -2.8% | +23.9% | +21.8% |
| 6M | +9.5% | -14.9% | +24.4% | +16.5% |
| YTD | +19.1% | -22.0% | +41.1% | +29.6% |
| 1Y | +51.1% | +25.0% | +26.1% | +32.3% |
| All | +51.1% | +22.6% | +28.5% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling