+24.3%
HWM vs NVD
-54.6%
+78.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -1.4% |
| 7D | -12.5% | +9.0% | -21.5% | -11.4% |
| 30D | -19.0% | -5.5% | -13.5% | -19.1% |
| 3M | -8.6% | -24.6% | +16.0% | -11.0% |
| 6M | -10.2% | -42.1% | +31.9% | -15.2% |
| YTD | +11.3% | -44.3% | +55.7% | +4.5% |
| 1Y | +24.3% | -54.2% | +78.4% | +14.3% |
| All | +24.3% | -54.6% | +78.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling