+563.0%
HWM vs NSC
+27.3%
+535.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.2% | +4.2% |
| 7D | +1.6% | -5.4% | +7.0% | +4.1% |
| 30D | -3.9% | +2.9% | -6.9% | -5.3% |
| 3M | -23.2% | -2.2% | -21.1% | -22.7% |
| 6M | -20.0% | +5.3% | -25.3% | -22.4% |
| YTD | +5.7% | +14.8% | -9.1% | -1.9% |
| 1Y | +4.9% | +16.6% | -11.7% | -3.5% |
| 3Y | +347.0% | +78.6% | +268.4% | +220.0% |
| 5Y | +563.0% | +27.2% | +535.8% | +454.0% |
| All | +563.0% | +27.3% | +535.7% | +454.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling