+472.4%
NEM vs HON
+5,657.9%
-5,185.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | +12.7% | -15.2% | +27.9% | +15.1% |
| 3M | +28.7% | -6.0% | +34.6% | +29.6% |
| 6M | +9.8% | -14.9% | +24.7% | +12.0% |
| YTD | +28.1% | +3.2% | +24.9% | +27.7% |
| 1Y | +69.3% | 0.0% | +69.3% | +69.4% |
| 3Y | +247.7% | +21.5% | +226.2% | +239.6% |
| 5Y | +153.4% | +4.0% | +149.3% | +150.9% |
| 10Y | +291.3% | +138.4% | +152.9% | +251.2% |
| All | +472.4% | +5,657.9% | -5,185.4% | +357.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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