+153.1%
NEM vs HWM
+565.4%
-412.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +2.5% |
| 7D | +14.7% | +1.6% | +13.1% | +14.1% |
| 30D | +6.2% | -3.9% | +10.1% | +6.7% |
| 3M | +11.0% | -23.2% | +34.2% | +16.5% |
| 6M | +7.9% | -20.0% | +27.9% | +12.2% |
| YTD | +26.2% | +5.7% | +20.5% | +24.4% |
| 1Y | +51.5% | +4.9% | +46.6% | +49.5% |
| 3Y | +290.6% | +347.0% | -56.4% | +201.8% |
| 5Y | +153.1% | +563.0% | -409.9% | +84.8% |
| All | +153.1% | +565.4% | -412.3% | +84.8% |
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 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