+577.9%
HWM vs NTR
+19.8%
+558.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +7.3% | -0.3% | +7.6% | +7.4% |
| 30D | +1.6% | +2.0% | -0.4% | +1.1% |
| 3M | -21.9% | +6.4% | -28.3% | -23.1% |
| 6M | -19.0% | +1.6% | -20.7% | -19.8% |
| YTD | +7.9% | +18.2% | -10.3% | +1.6% |
| 1Y | +9.9% | +23.9% | -14.0% | +2.1% |
| 3Y | +342.1% | +44.7% | +297.5% | +286.2% |
| All | +577.9% | +19.8% | +558.0% | +451.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling