+381.7%
HWM vs NVD
-99.2%
+480.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.7% |
| 7D | -8.0% | +0.5% | -8.6% | -7.9% |
| 30D | -18.0% | -9.3% | -8.7% | -18.7% |
| 3M | -9.5% | -22.1% | +12.6% | -11.5% |
| 6M | -8.4% | -45.8% | +37.4% | -13.9% |
| YTD | +13.6% | -46.7% | +60.3% | +7.3% |
| 1Y | +30.2% | -59.5% | +89.7% | +19.9% |
| 3Y | +392.2% | -99.2% | +491.4% | +234.9% |
| All | +381.7% | -99.2% | +480.9% | +227.7% |
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