+291.3%
NEM vs HST
+97.7%
+193.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.9% | +2.0% | +1.9% | +3.7% |
| 30D | +12.7% | -5.2% | +18.0% | +13.3% |
| 3M | +28.7% | -6.2% | +34.9% | +29.4% |
| 6M | +9.8% | +20.4% | -10.7% | +7.9% |
| YTD | +28.1% | +30.6% | -2.5% | +25.1% |
| 1Y | +69.3% | +37.4% | +32.0% | +64.6% |
| 3Y | +247.7% | +66.1% | +181.5% | +232.1% |
| 5Y | +153.4% | +73.7% | +79.7% | +141.6% |
| 10Y | +291.3% | +99.8% | +191.5% | +264.4% |
| All | +291.3% | +97.7% | +193.6% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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