+302.3%
NEM vs HRB
+209.1%
+93.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -1.0% | -8.0% | +7.0% | -0.8% |
| 30D | +7.8% | -16.0% | +23.8% | +8.3% |
| 3M | +30.2% | +26.9% | +3.3% | +29.3% |
| 6M | +9.6% | +51.1% | -41.5% | +8.0% |
| YTD | +27.8% | +7.1% | +20.8% | +27.8% |
| 1Y | +60.7% | -9.6% | +70.3% | +61.9% |
| 3Y | +245.3% | +25.4% | +219.9% | +241.5% |
| 5Y | +155.3% | +114.9% | +40.4% | +145.5% |
| All | +302.3% | +209.1% | +93.2% | +278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling