+334.0%
NEM vs HWM
+1,330.2%
-996.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +3.1% | -8.0% | +11.1% | +4.1% |
| 30D | +10.0% | -18.0% | +28.0% | +12.7% |
| 3M | +30.9% | -9.5% | +40.4% | +32.4% |
| 6M | +10.5% | -8.4% | +18.9% | +11.6% |
| YTD | +29.7% | +13.6% | +16.1% | +27.6% |
| 1Y | +71.1% | +30.2% | +40.9% | +65.5% |
| 3Y | +252.1% | +392.2% | -140.1% | +191.8% |
| 5Y | +157.7% | +645.2% | -487.5% | +103.3% |
| All | +334.0% | +1,330.2% | -996.2% | +232.1% |
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