+619.5%
NEM vs HLT
+643.8%
-24.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | +3.1% | -1.5% | +4.5% | +3.2% |
| 30D | +10.0% | -1.2% | +11.2% | +10.2% |
| 3M | +30.9% | -10.3% | +41.2% | +32.4% |
| 6M | +10.5% | +1.3% | +9.3% | +10.5% |
| YTD | +29.7% | +7.0% | +22.7% | +29.0% |
| 1Y | +71.1% | +11.9% | +59.3% | +69.3% |
| 3Y | +252.1% | +100.7% | +151.4% | +230.6% |
| 5Y | +157.7% | +147.5% | +10.2% | +136.7% |
| 10Y | +319.4% | +586.5% | -267.2% | +245.9% |
| All | +619.5% | +643.8% | -24.3% | +519.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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