+610.2%
HWM vs NUE
+150.9%
+459.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.3% | +1.6% |
| 7D | +5.0% | -2.4% | +7.4% | +5.9% |
| 30D | +1.5% | +3.8% | -2.3% | +0.2% |
| 3M | -20.3% | -3.7% | -16.7% | -19.5% |
| 6M | -18.0% | +13.2% | -31.2% | -22.1% |
| YTD | +9.5% | +61.6% | -52.1% | -9.0% |
| 1Y | +7.5% | +83.6% | -76.1% | -14.8% |
| 3Y | +355.7% | +78.6% | +277.0% | +249.3% |
| 5Y | +610.2% | +148.0% | +462.2% | +373.6% |
| All | +610.2% | +150.9% | +459.3% | +373.6% |
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