+640.6%
HWM vs NTR
+45.0%
+595.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.4% | -1.6% |
| 7D | -12.5% | -2.5% | -10.0% | -12.1% |
| 30D | -19.0% | +17.0% | -36.0% | -21.6% |
| 3M | -8.6% | +22.2% | -30.8% | -12.5% |
| 6M | -10.2% | +5.2% | -15.3% | -11.9% |
| YTD | +11.3% | +29.7% | -18.3% | +3.2% |
| 1Y | +24.3% | +39.4% | -15.1% | +12.5% |
| 3Y | +382.3% | +38.2% | +344.1% | +330.7% |
| 5Y | +640.6% | +47.6% | +593.0% | +459.1% |
| All | +640.6% | +45.0% | +595.7% | +459.1% |
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