+383.9%
HWM vs NRG
+203.5%
+180.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -11.4% | -4.7% | -6.8% | -10.3% |
| 30D | -18.5% | -6.0% | -12.5% | -17.3% |
| 3M | -13.2% | -8.0% | -5.2% | -12.3% |
| 6M | -8.7% | -23.2% | +14.5% | -3.6% |
| YTD | +12.2% | -28.1% | +40.2% | +20.4% |
| 1Y | +24.9% | -27.3% | +52.2% | +32.7% |
| 3Y | +383.9% | +208.7% | +175.3% | +198.1% |
| All | +383.9% | +203.5% | +180.4% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling