+331.9%
NEM vs HWM
+1,494.1%
-1,162.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +0.3% | -2.1% | +2.4% | +0.5% |
| 30D | +23.1% | -11.0% | +34.1% | +24.8% |
| 3M | +18.5% | +4.0% | +14.4% | +17.7% |
| 6M | +7.8% | -0.2% | +8.0% | +7.6% |
| YTD | +29.1% | +26.7% | +2.5% | +25.2% |
| 1Y | +72.7% | +44.7% | +27.9% | +64.8% |
| 3Y | +248.7% | +426.1% | -177.4% | +186.3% |
| 5Y | +148.7% | +738.5% | -589.8% | +93.3% |
| All | +331.9% | +1,494.1% | -1,162.2% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling