+383.9%
HWM vs NTRS
+168.2%
+215.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.3% |
| 7D | -11.4% | +1.4% | -12.8% | -11.9% |
| 30D | -18.5% | -0.7% | -17.8% | -18.2% |
| 3M | -13.2% | +11.3% | -24.5% | -17.1% |
| 6M | -8.7% | +35.5% | -44.2% | -20.3% |
| YTD | +12.2% | +40.6% | -28.4% | -4.3% |
| 1Y | +24.9% | +49.2% | -24.3% | +3.4% |
| 3Y | +383.9% | +167.2% | +216.7% | +197.9% |
| All | +383.9% | +168.2% | +215.8% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling