+243.5%
NEM vs HRB
+25.2%
+218.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -3.3% | -12.2% | +8.9% | -3.8% |
| 30D | +7.8% | -3.0% | +10.8% | +7.9% |
| 3M | +36.3% | +21.7% | +14.5% | +38.0% |
| 6M | +6.6% | +52.3% | -45.8% | +8.4% |
| YTD | +27.1% | +6.5% | +20.7% | +30.5% |
| 1Y | +62.3% | -6.7% | +69.0% | +67.7% |
| All | +243.5% | +25.2% | +218.3% | +255.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling