+153.1%
NEM vs HUT
-30.5%
+183.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.3% | -4.8% | +2.9% |
| 7D | +14.7% | +3.7% | +11.1% | +13.7% |
| 30D | +6.2% | -32.3% | +38.5% | +8.4% |
| 3M | +11.0% | -35.6% | +46.6% | +13.4% |
| 6M | +7.9% | -42.1% | +50.0% | +10.4% |
| YTD | +26.2% | +24.1% | +2.0% | +22.4% |
| 1Y | +51.5% | +27.9% | +23.6% | +46.2% |
| 3Y | +290.6% | +409.1% | -118.5% | +237.3% |
| 5Y | +153.1% | -25.9% | +179.0% | +96.3% |
| All | +153.1% | -30.5% | +183.6% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling