+1,773.8%
HWM vs NUE
+555.1%
+1,218.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | -2.1% | +4.2% | -6.3% | -4.2% |
| 30D | -11.0% | -5.0% | -6.0% | -8.9% |
| 3M | +4.0% | -0.2% | +4.3% | +3.3% |
| 6M | -0.2% | +49.1% | -49.4% | -19.7% |
| YTD | +26.7% | +61.0% | -34.3% | -2.5% |
| 1Y | +44.7% | +82.5% | -37.8% | +3.5% |
| 3Y | +426.1% | +57.9% | +368.2% | +285.8% |
| 5Y | +738.5% | +146.6% | +591.9% | +327.4% |
| All | +1,773.8% | +555.1% | +1,218.7% | +365.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling