+245.3%
NEM vs HUM
-9.4%
+254.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.5% |
| 7D | -1.0% | +2.1% | -3.1% | -1.0% |
| 30D | +7.8% | +5.4% | +2.4% | +7.7% |
| 3M | +30.2% | +11.4% | +18.8% | +29.9% |
| 6M | +9.6% | +141.5% | -131.9% | +7.6% |
| YTD | +27.8% | +61.2% | -33.4% | +26.4% |
| 1Y | +60.7% | +49.2% | +11.6% | +58.9% |
| 3Y | +245.3% | -9.0% | +254.3% | +222.7% |
| All | +245.3% | -9.4% | +254.7% | +222.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling