+436.9%
HWM vs NVD
-99.2%
+536.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.7% |
| 7D | -2.1% | -11.1% | +9.0% | -3.7% |
| 30D | -11.0% | -13.3% | +2.3% | -12.4% |
| 3M | +4.0% | -19.8% | +23.9% | +2.2% |
| 6M | -0.2% | -48.8% | +48.6% | -6.9% |
| YTD | +26.7% | -49.7% | +76.3% | +18.6% |
| 1Y | +44.7% | -61.4% | +106.1% | +32.3% |
| 3Y | +426.1% | -99.1% | +525.2% | +258.0% |
| All | +436.9% | -99.2% | +536.1% | +262.1% |
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