+625.2%
NEM vs HUBS
+578.5%
+46.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.9% |
| 7D | -3.3% | -12.4% | +9.1% | -2.8% |
| 30D | +7.8% | +1.4% | +6.5% | +7.7% |
| 3M | +36.3% | +16.0% | +20.3% | +34.7% |
| 6M | +6.6% | -17.0% | +23.6% | +6.7% |
| YTD | +27.1% | -44.3% | +71.4% | +30.0% |
| 1Y | +62.3% | -54.3% | +116.6% | +67.6% |
| 3Y | +245.1% | -58.4% | +303.5% | +254.3% |
| 5Y | +154.0% | -66.7% | +220.7% | +156.7% |
| 10Y | +311.0% | +315.9% | -4.9% | +244.6% |
| All | +625.2% | +578.5% | +46.7% | +502.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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