+1,581.2%
HWM vs NTRS
+232.0%
+1,349.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -8.0% | +0.9% | -8.9% | -8.5% |
| 30D | -18.0% | -1.2% | -16.8% | -17.3% |
| 3M | -9.5% | +8.8% | -18.3% | -14.3% |
| 6M | -8.4% | +34.7% | -43.1% | -24.8% |
| YTD | +13.6% | +37.2% | -23.6% | -8.6% |
| 1Y | +30.2% | +46.3% | -16.1% | +0.1% |
| 3Y | +392.2% | +163.2% | +229.0% | +146.3% |
| 5Y | +645.2% | +86.9% | +558.3% | +353.8% |
| All | +1,581.2% | +232.0% | +1,349.2% | +605.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling