+44.7%
HWM vs NTR
+43.1%
+1.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.7% |
| 7D | -2.1% | +8.1% | -10.2% | -1.0% |
| 30D | -11.0% | +18.8% | -29.7% | -8.9% |
| 3M | +4.0% | +16.2% | -12.2% | +6.2% |
| 6M | -0.2% | +9.8% | -10.0% | +0.6% |
| YTD | +26.7% | +30.9% | -4.2% | +26.8% |
| 1Y | +44.7% | +41.8% | +3.0% | +45.0% |
| All | +44.7% | +43.1% | +1.6% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling