+44.7%
HWM vs NVS
+27.7%
+17.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -2.1% | +4.0% | -6.1% | -3.5% |
| 30D | -11.0% | +3.6% | -14.6% | -12.2% |
| 3M | +4.0% | +7.8% | -3.8% | +0.5% |
| 6M | -0.2% | -0.2% | 0.0% | -1.8% |
| YTD | +26.7% | +19.6% | +7.1% | +23.0% |
| 1Y | +44.7% | +28.4% | +16.3% | +40.5% |
| All | +44.7% | +27.7% | +17.0% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling