+1,559.5%
HWM vs NVMI
+2,977.9%
-1,418.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +0.2% |
| 7D | -11.4% | -0.1% | -11.4% | -11.5% |
| 30D | -18.5% | -8.4% | -10.1% | -16.5% |
| 3M | -13.2% | -33.6% | +20.4% | -2.8% |
| 6M | -8.7% | -14.7% | +6.0% | -7.4% |
| YTD | +12.2% | +13.2% | -1.1% | +2.1% |
| 1Y | +24.9% | +29.0% | -4.1% | +7.6% |
| 3Y | +383.9% | +215.0% | +168.9% | +175.0% |
| 5Y | +646.1% | +268.6% | +377.6% | +275.8% |
| All | +1,559.5% | +2,977.9% | -1,418.4% | +254.9% |
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