+344.1%
NEM vs HWM
+1,487.1%
-1,143.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -6.4% | +7.3% | -13.7% | -7.3% |
| 30D | +1.4% | +1.6% | -0.2% | +1.0% |
| 3M | -0.7% | -21.9% | +21.2% | +2.2% |
| 6M | -4.5% | -19.0% | +14.6% | -2.1% |
| YTD | +14.0% | +7.9% | +6.1% | +12.6% |
| 1Y | +27.3% | +9.9% | +17.3% | +25.4% |
| 3Y | +250.5% | +342.1% | -91.6% | +192.2% |
| 5Y | +121.1% | +600.8% | -479.7% | +74.3% |
| All | +344.1% | +1,487.1% | -1,143.0% | +233.8% |
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