+1,513.6%
HWM vs NI
+172.1%
+1,341.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | +11.1% | +3.1% | +8.0% | +9.5% |
| 30D | +3.0% | +11.2% | -8.2% | -2.5% |
| 3M | -20.7% | +9.8% | -30.6% | -24.6% |
| 6M | -17.2% | -1.6% | -15.6% | -17.0% |
| YTD | +9.1% | +12.6% | -3.6% | +1.8% |
| 1Y | +9.0% | +7.8% | +1.2% | +4.1% |
| 3Y | +353.8% | +100.5% | +253.3% | +210.8% |
| 5Y | +608.0% | +114.4% | +493.6% | +360.6% |
| 10Y | +1,510.3% | +193.9% | +1,316.4% | +949.0% |
| All | +1,513.6% | +172.1% | +1,341.5% | +947.7% |
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