+1,573.3%
HWM vs NRG
+1,278.1%
+295.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.5% | -11.2% | -10.9% |
| 7D | -9.2% | +9.3% | -18.4% | -12.1% |
| 30D | -17.9% | +1.3% | -19.1% | -18.5% |
| 3M | -6.0% | -6.0% | -0.1% | -5.5% |
| 6M | -7.4% | -22.0% | +14.6% | -1.3% |
| YTD | +13.1% | -24.1% | +37.2% | +21.2% |
| 1Y | +29.3% | -18.0% | +47.3% | +33.3% |
| 3Y | +389.9% | +220.0% | +169.9% | +172.7% |
| 5Y | +655.5% | +201.1% | +454.4% | +319.0% |
| All | +1,573.3% | +1,278.1% | +295.2% | +568.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling