+153.4%
NEM vs HWM
+655.8%
-502.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.7% | +9.9% | +1.4% |
| 7D | +3.9% | -9.2% | +13.0% | +5.8% |
| 30D | +12.7% | -17.9% | +30.6% | +17.0% |
| 3M | +28.7% | -6.0% | +34.7% | +29.8% |
| 6M | +9.8% | -7.4% | +17.1% | +11.0% |
| YTD | +28.1% | +13.1% | +15.0% | +25.1% |
| 1Y | +69.3% | +29.3% | +40.0% | +61.7% |
| 3Y | +247.7% | +389.9% | -142.3% | +167.6% |
| 5Y | +153.4% | +655.5% | -502.2% | +84.4% |
| All | +153.4% | +655.8% | -502.4% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling