+347.0%
HWM vs NSC
+76.9%
+270.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.2% | +4.4% |
| 7D | +1.6% | -5.4% | +7.0% | +3.6% |
| 30D | -3.9% | +2.9% | -6.9% | -4.9% |
| 3M | -23.2% | -2.2% | -21.1% | -22.8% |
| 6M | -20.0% | +5.3% | -25.3% | -21.9% |
| YTD | +5.7% | +14.8% | -9.1% | -0.4% |
| 1Y | +4.9% | +16.6% | -11.7% | -1.8% |
| 3Y | +347.0% | +78.6% | +268.4% | +267.5% |
| All | +347.0% | +76.9% | +270.1% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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