+332.1%
NEM vs HUT
+435.6%
-103.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.5% |
| 7D | +3.1% | +18.9% | -15.8% | +2.1% |
| 30D | +10.0% | +12.0% | -2.0% | +9.3% |
| 3M | +30.9% | -14.9% | +45.7% | +31.3% |
| 6M | +10.5% | +96.8% | -86.3% | +6.4% |
| YTD | +29.7% | +108.8% | -79.1% | +24.4% |
| 1Y | +71.1% | +227.4% | -156.2% | +60.4% |
| 3Y | +252.1% | +760.3% | -508.2% | +208.0% |
| 5Y | +157.7% | +86.1% | +71.6% | +126.5% |
| All | +332.1% | +435.6% | -103.5% | +206.1% |
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