+330.0%
NEM vs HUT
+422.3%
-92.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -2.1% |
| 7D | +0.3% | +17.8% | -17.5% | -0.5% |
| 30D | +23.1% | +0.8% | +22.2% | +22.9% |
| 3M | +18.5% | -26.8% | +45.3% | +19.7% |
| 6M | +7.8% | +72.6% | -64.8% | +4.3% |
| YTD | +29.1% | +103.6% | -74.5% | +24.0% |
| 1Y | +72.7% | +265.3% | -192.6% | +61.2% |
| 3Y | +248.7% | +689.4% | -440.7% | +206.1% |
| 5Y | +148.7% | +75.3% | +73.3% | +119.1% |
| All | +330.0% | +422.3% | -92.3% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling