+253.8%
NEM vs HWM
+440.4%
-186.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +0.3% | -2.1% | +2.4% | +0.7% |
| 30D | +23.1% | -11.0% | +34.1% | +26.1% |
| 3M | +18.5% | +4.0% | +14.4% | +16.9% |
| 6M | +7.8% | -0.2% | +8.0% | +7.1% |
| YTD | +29.1% | +26.7% | +2.5% | +23.0% |
| 1Y | +72.7% | +44.7% | +27.9% | +60.9% |
| All | +253.8% | +440.4% | -186.7% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling