+37.2%
NEM vs HST
+55.2%
-18.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -2.9% |
| 7D | +11.6% | +0.6% | +11.0% | +11.2% |
| 30D | +1.8% | +14.5% | -12.7% | -4.1% |
| 3M | +2.5% | +15.4% | -12.9% | -3.7% |
| 6M | +3.4% | +22.0% | -18.6% | -7.3% |
| YTD | +20.9% | +54.9% | -33.9% | -5.0% |
| 1Y | +37.2% | +54.0% | -16.8% | +8.2% |
| All | +37.2% | +55.2% | -18.1% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling