+342.6%
NEM vs HWM
+1,599.0%
-1,256.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.3% |
| 7D | +11.6% | -1.8% | +13.4% | +11.8% |
| 30D | +1.8% | -2.7% | +4.5% | +2.0% |
| 3M | +2.5% | -22.7% | +25.3% | +5.7% |
| 6M | +3.4% | -18.9% | +22.4% | +5.9% |
| YTD | +20.9% | +7.1% | +13.8% | +19.5% |
| 1Y | +37.2% | +4.7% | +32.5% | +36.0% |
| 3Y | +271.6% | +345.6% | -74.0% | +210.3% |
| 5Y | +136.6% | +588.3% | -451.6% | +87.5% |
| 10Y | +342.6% | +1,516.2% | -1,173.5% | +239.7% |
| All | +342.6% | +1,599.0% | -1,256.4% | +239.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling