+1,023.7%
HWM vs NTR
+103.6%
+920.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.5% | -12.2% | -11.3% |
| 7D | -9.2% | +3.8% | -13.0% | -10.7% |
| 30D | -17.9% | +25.2% | -43.1% | -25.4% |
| 3M | -6.0% | +21.0% | -27.1% | -13.9% |
| 6M | -7.4% | +7.6% | -14.9% | -12.2% |
| YTD | +13.1% | +32.9% | -19.8% | -3.4% |
| 1Y | +29.3% | +43.1% | -13.8% | +5.7% |
| 3Y | +389.9% | +41.6% | +348.3% | +288.8% |
| 5Y | +655.5% | +54.8% | +600.8% | +387.8% |
| All | +1,023.7% | +103.6% | +920.1% | +432.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling