+302.7%
NEM vs HUT
+217.0%
+85.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.7% | -4.1% |
| 7D | +11.6% | -10.9% | +22.6% | +11.9% |
| 30D | +1.8% | -32.6% | +34.4% | +3.3% |
| 3M | +2.5% | -33.7% | +36.2% | +3.9% |
| 6M | +3.4% | -42.3% | +45.8% | +5.1% |
| YTD | +20.9% | +23.6% | -2.7% | +18.3% |
| 1Y | +37.2% | +20.4% | +16.8% | +33.9% |
| 3Y | +271.6% | +423.2% | -151.6% | +231.9% |
| 5Y | +136.6% | -19.4% | +156.1% | +114.9% |
| All | +302.7% | +217.0% | +85.7% | +191.1% |
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