+1,559.5%
HWM vs NRG
+1,206.9%
+352.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | -11.4% | -4.7% | -6.8% | -10.0% |
| 30D | -18.5% | -6.0% | -12.5% | -17.0% |
| 3M | -13.2% | -8.0% | -5.2% | -12.1% |
| 6M | -8.7% | -23.2% | +14.5% | -2.3% |
| YTD | +12.2% | -28.1% | +40.2% | +22.5% |
| 1Y | +24.9% | -27.3% | +52.2% | +34.7% |
| 3Y | +383.9% | +208.7% | +175.3% | +172.5% |
| 5Y | +646.1% | +197.7% | +448.5% | +314.3% |
| All | +1,559.5% | +1,206.9% | +352.5% | +575.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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