+429.6%
HWM vs NVDX
+772.1%
-342.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -11.4% | -10.2% | -1.2% | -10.1% |
| 30D | -18.5% | -7.3% | -11.1% | -17.9% |
| 3M | -13.2% | +5.5% | -18.7% | -14.7% |
| 6M | -8.7% | +18.3% | -27.0% | -12.5% |
| YTD | +12.2% | +11.4% | +0.7% | +7.6% |
| 1Y | +24.9% | +12.7% | +12.2% | +18.4% |
| All | +429.6% | +772.1% | -342.5% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling