+238.2%
NEM vs HST
+77.0%
+161.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +13.4% | -2.7% | +16.1% | +14.1% |
| 30D | +6.5% | +10.7% | -4.2% | +3.8% |
| 3M | +14.9% | +6.3% | +8.7% | +13.1% |
| 6M | +5.5% | +19.0% | -13.5% | +0.8% |
| YTD | +21.9% | +47.0% | -25.2% | +11.0% |
| 1Y | +47.9% | +53.4% | -5.6% | +33.7% |
| 3Y | +238.2% | +78.0% | +160.2% | +160.8% |
| All | +238.2% | +77.0% | +161.1% | +160.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling