+641.7%
HWM vs NI
+96.2%
+545.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.2% | -11.9% | -11.3% |
| 7D | -9.2% | +2.3% | -11.5% | -10.2% |
| 30D | -17.9% | -1.7% | -16.2% | -17.3% |
| 3M | -6.0% | -8.0% | +2.0% | -2.7% |
| 6M | -7.4% | -8.6% | +1.3% | -4.0% |
| YTD | +13.1% | +2.3% | +10.8% | +10.9% |
| 1Y | +29.3% | +6.9% | +22.4% | +23.7% |
| 3Y | +389.9% | +70.6% | +319.4% | +276.0% |
| All | +641.7% | +96.2% | +545.5% | +418.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling