+362.3%
HWM vs NVD
-98.6%
+460.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.0% | -9.4% | +0.9% |
| 7D | +11.1% | +17.0% | -5.9% | +13.8% |
| 30D | +3.0% | +77.3% | -74.3% | +12.6% |
| 3M | -20.7% | +61.6% | -82.3% | -13.9% |
| 6M | -17.2% | +40.7% | -57.9% | -10.6% |
| YTD | +9.1% | -10.5% | +19.6% | +12.0% |
| 1Y | +9.0% | -6.1% | +15.2% | +13.3% |
| 3Y | +353.8% | -98.4% | +452.3% | +241.9% |
| All | +362.3% | -98.6% | +460.9% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling