+1,559.5%
HWM vs NI
+144.3%
+1,415.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -11.4% | 0.0% | -11.5% | -11.5% |
| 30D | -18.5% | -1.4% | -17.1% | -18.0% |
| 3M | -13.2% | -10.6% | -2.6% | -8.5% |
| 6M | -8.7% | -9.3% | +0.6% | -4.7% |
| YTD | +12.2% | +1.1% | +11.0% | +10.7% |
| 1Y | +24.9% | +3.4% | +21.5% | +21.5% |
| 3Y | +383.9% | +67.9% | +316.0% | +262.5% |
| 5Y | +646.1% | +98.0% | +548.2% | +405.2% |
| All | +1,559.5% | +144.3% | +1,415.1% | +1,039.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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