+610.2%
HWM vs NI
+111.3%
+498.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.0% |
| 7D | +5.0% | +0.6% | +4.4% | +4.8% |
| 30D | +1.5% | +11.2% | -9.7% | -3.4% |
| 3M | -20.3% | +9.2% | -29.5% | -23.6% |
| 6M | -18.0% | -1.8% | -16.2% | -17.6% |
| YTD | +9.5% | +12.0% | -2.5% | +2.9% |
| 1Y | +7.5% | +6.4% | +1.0% | +3.5% |
| 3Y | +355.7% | +99.4% | +256.3% | +223.6% |
| 5Y | +610.2% | +113.1% | +497.1% | +341.1% |
| All | +610.2% | +111.3% | +498.9% | +341.1% |
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