+154.6%
NEM vs HST
+74.0%
+80.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.3% | -1.0% | +1.3% | +0.5% |
| 30D | +23.1% | -12.3% | +35.3% | +26.0% |
| 3M | +18.5% | -6.4% | +24.8% | +19.8% |
| 6M | +7.8% | +15.0% | -7.2% | +4.8% |
| YTD | +29.1% | +30.5% | -1.4% | +22.8% |
| 1Y | +72.7% | +35.7% | +37.0% | +63.1% |
| 3Y | +248.7% | +68.4% | +180.4% | +215.5% |
| All | +154.6% | +74.0% | +80.6% | +136.6% |
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