+468.1%
NEM vs HUBB
+149,745.1%
-149,277.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -3.3% | -1.7% | -1.6% | -3.3% |
| 30D | +7.8% | -12.7% | +20.5% | +8.0% |
| 3M | +36.3% | -2.9% | +39.2% | +36.3% |
| 6M | +6.6% | -4.8% | +11.3% | +6.6% |
| YTD | +27.1% | +2.8% | +24.4% | +27.1% |
| 1Y | +62.3% | +3.5% | +58.8% | +62.3% |
| 3Y | +245.1% | +43.5% | +201.5% | +243.8% |
| 5Y | +154.0% | +154.2% | -0.2% | +151.8% |
| 10Y | +311.0% | +434.0% | -123.0% | +304.7% |
| All | +468.1% | +149,745.1% | -149,277.0% | +558.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 all: compounded portfolio wealth divided by compounded HUBB 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…
all analysis · Full analysis span regression · 6 months rolling