+247.7%
NEM vs HUT
+772.7%
-525.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.1% | -1.3% |
| 7D | +3.9% | +28.3% | -24.4% | +1.7% |
| 30D | +12.7% | +12.3% | +0.4% | +11.4% |
| 3M | +28.7% | -16.8% | +45.5% | +29.4% |
| 6M | +9.8% | +111.4% | -101.6% | +2.9% |
| YTD | +28.1% | +116.6% | -88.5% | +19.9% |
| 1Y | +69.3% | +290.5% | -221.1% | +54.1% |
| 3Y | +247.7% | +792.3% | -544.6% | +199.1% |
| All | +247.7% | +772.7% | -525.1% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling