+24.9%
HWM vs NTR
+39.1%
-14.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -11.4% | -1.3% | -10.2% | -11.6% |
| 30D | -18.5% | +16.8% | -35.2% | -16.6% |
| 3M | -13.2% | +20.7% | -33.9% | -10.8% |
| 6M | -8.7% | +0.5% | -9.2% | -8.0% |
| YTD | +12.2% | +29.2% | -17.0% | +12.6% |
| 1Y | +24.9% | +39.6% | -14.7% | +25.9% |
| All | +24.9% | +39.1% | -14.2% | +25.9% |
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