+476.9%
NEM vs HRB
+3,357.9%
-2,881.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.6% |
| 7D | +0.3% | -5.7% | +6.0% | +0.7% |
| 30D | +23.1% | +7.9% | +15.2% | +22.4% |
| 3M | +18.5% | +32.1% | -13.6% | +16.2% |
| 6M | +7.8% | +62.2% | -54.5% | +4.0% |
| YTD | +29.1% | +16.4% | +12.7% | +27.2% |
| 1Y | +72.7% | -0.3% | +72.9% | +71.7% |
| 3Y | +248.7% | +36.0% | +212.7% | +237.9% |
| 5Y | +148.7% | +125.2% | +23.5% | +130.9% |
| 10Y | +304.8% | +237.7% | +67.1% | +255.1% |
| All | +476.9% | +3,357.9% | -2,881.0% | +366.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling