+1,474.6%
HWM vs NVMI
+2,494.8%
-1,020.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.1% |
| 7D | +7.3% | +1.5% | +5.8% | +6.7% |
| 30D | +1.6% | -4.1% | +5.7% | +2.6% |
| 3M | -21.9% | -22.8% | +0.9% | -16.0% |
| 6M | -19.0% | -36.9% | +17.8% | -9.5% |
| YTD | +7.9% | -3.2% | +11.1% | +2.6% |
| 1Y | +9.9% | +7.1% | +2.9% | +0.6% |
| 3Y | +342.1% | +181.5% | +160.6% | +158.9% |
| 5Y | +600.8% | +141.2% | +459.6% | +314.9% |
| All | +1,474.6% | +2,494.8% | -1,020.2% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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