+154.0%
NEM vs HL
+232.7%
-78.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.3% |
| 7D | -3.3% | -5.6% | +2.3% | -0.9% |
| 30D | +7.8% | +12.7% | -4.9% | +2.2% |
| 3M | +36.3% | +42.5% | -6.3% | +16.7% |
| 6M | +6.6% | -9.0% | +15.6% | +9.4% |
| YTD | +27.1% | +4.4% | +22.8% | +21.9% |
| 1Y | +62.3% | +82.7% | -20.3% | +24.0% |
| 3Y | +245.1% | +406.3% | -161.2% | +64.1% |
| 5Y | +154.0% | +238.2% | -84.2% | +33.3% |
| All | +154.0% | +232.7% | -78.7% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling