+1,773.8%
HWM vs NI
+144.2%
+1,629.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.1% |
| 7D | -2.1% | +2.0% | -4.1% | -3.1% |
| 30D | -11.0% | -3.5% | -7.4% | -9.4% |
| 3M | +4.0% | -9.1% | +13.2% | +8.9% |
| 6M | -0.2% | -11.8% | +11.6% | +5.8% |
| YTD | +26.7% | +1.1% | +25.6% | +25.1% |
| 1Y | +44.7% | +6.7% | +38.0% | +38.6% |
| 3Y | +426.1% | +71.1% | +355.0% | +290.3% |
| 5Y | +738.5% | +94.3% | +644.2% | +473.8% |
| All | +1,773.8% | +144.2% | +1,629.6% | +1,187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling