+645.2%
HWM vs NUE
+147.3%
+497.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -8.0% | -2.3% | -5.7% | -7.3% |
| 30D | -18.0% | -6.1% | -11.9% | -16.3% |
| 3M | -9.5% | +1.7% | -11.2% | -10.3% |
| 6M | -8.4% | +53.1% | -61.5% | -21.6% |
| YTD | +13.6% | +59.0% | -45.4% | -4.3% |
| 1Y | +30.2% | +85.3% | -55.1% | +3.4% |
| 3Y | +392.2% | +63.2% | +329.0% | +293.0% |
| 5Y | +645.2% | +146.8% | +498.4% | +416.3% |
| All | +645.2% | +147.3% | +497.9% | +416.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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