+640.6%
HWM vs NRG
+183.6%
+457.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.0% |
| 7D | -12.5% | -0.2% | -12.3% | -12.6% |
| 30D | -19.0% | -6.8% | -12.2% | -17.5% |
| 3M | -8.6% | -7.1% | -1.5% | -7.9% |
| 6M | -10.2% | -27.6% | +17.4% | -2.9% |
| YTD | +11.3% | -29.2% | +40.5% | +20.8% |
| 1Y | +24.3% | -29.9% | +54.1% | +34.3% |
| 3Y | +382.3% | +198.7% | +183.6% | +189.8% |
| 5Y | +640.6% | +192.9% | +447.7% | +331.7% |
| All | +640.6% | +183.6% | +457.0% | +331.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling