+279.8%
NEM vs HUT
+221.4%
+58.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.6% | +0.8% |
| 7D | -6.4% | +9.3% | -15.8% | -6.9% |
| 30D | +1.4% | -23.1% | +24.5% | +2.2% |
| 3M | -0.7% | -30.6% | +29.9% | +0.4% |
| 6M | -4.5% | -46.9% | +42.4% | -2.6% |
| YTD | +14.0% | +25.3% | -11.3% | +11.4% |
| 1Y | +27.3% | +59.8% | -32.5% | +23.0% |
| 3Y | +250.5% | +467.2% | -216.7% | +212.0% |
| 5Y | +121.1% | -24.6% | +145.7% | +101.0% |
| All | +279.8% | +221.4% | +58.4% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling