+146.9%
NEM vs HST
+71.5%
+75.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +13.4% | -2.7% | +16.1% | +14.0% |
| 30D | +6.5% | +10.7% | -4.2% | +4.4% |
| 3M | +14.9% | +6.3% | +8.7% | +13.5% |
| 6M | +5.5% | +19.0% | -13.5% | +1.8% |
| YTD | +21.9% | +47.0% | -25.2% | +13.1% |
| 1Y | +47.9% | +53.4% | -5.6% | +36.3% |
| 3Y | +238.2% | +78.0% | +160.2% | +201.0% |
| All | +146.9% | +71.5% | +75.4% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling