+60.7%
NEM vs HUM
+50.8%
+9.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.6% |
| 7D | -1.0% | +2.1% | -3.1% | -0.9% |
| 30D | +7.8% | +5.4% | +2.4% | +8.0% |
| 3M | +30.2% | +11.4% | +18.8% | +30.7% |
| 6M | +9.6% | +141.5% | -131.9% | +13.1% |
| YTD | +27.8% | +61.2% | -33.4% | +29.4% |
| 1Y | +60.7% | +49.2% | +11.6% | +58.8% |
| All | +60.7% | +50.8% | +9.9% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling