+51.1%
NEM vs HWM
+5.4%
+45.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.3% | +14.2% | +11.4% |
| 7D | +3.7% | +9.4% | -5.7% | -0.4% |
| 30D | +2.0% | -7.0% | +9.0% | +4.3% |
| 3M | +21.1% | -25.9% | +47.0% | +35.3% |
| 6M | +9.5% | -10.8% | +20.3% | +10.9% |
| YTD | +19.1% | +4.3% | +14.7% | +11.5% |
| 1Y | +51.1% | +4.4% | +46.7% | +45.7% |
| All | +51.1% | +5.4% | +45.7% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling