+357.6%
HWM vs NVD
-98.5%
+456.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -0.5% |
| 7D | +7.3% | +28.6% | -21.3% | +11.3% |
| 30D | +1.6% | +73.6% | -72.1% | +10.8% |
| 3M | -21.9% | +70.1% | -91.9% | -14.5% |
| 6M | -19.0% | +53.6% | -72.6% | -11.5% |
| YTD | +7.9% | -7.0% | +14.9% | +11.5% |
| 1Y | +9.9% | -9.0% | +18.9% | +13.7% |
| 3Y | +342.1% | -98.3% | +440.5% | +235.3% |
| All | +357.6% | -98.5% | +456.1% | +240.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling