+472.4%
NEM vs HL
+60.3%
+412.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | +3.9% | +7.1% | -3.2% | +1.2% |
| 30D | +12.7% | +21.4% | -8.7% | +4.9% |
| 3M | +28.7% | +37.4% | -8.8% | +14.4% |
| 6M | +9.8% | +0.4% | +9.4% | +9.1% |
| YTD | +28.1% | +6.7% | +21.4% | +23.1% |
| 1Y | +69.3% | +102.4% | -33.0% | +28.2% |
| 3Y | +247.7% | +417.4% | -169.7% | +76.2% |
| 5Y | +153.4% | +243.3% | -90.0% | +39.1% |
| 10Y | +291.3% | +242.6% | +48.7% | +60.0% |
| All | +472.4% | +60.3% | +412.2% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling