+1,474.6%
HWM vs NVS
+260.1%
+1,214.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +7.3% | -1.3% | +8.6% | +7.9% |
| 30D | +1.6% | +9.3% | -7.7% | -2.9% |
| 3M | -21.9% | +5.8% | -27.7% | -24.2% |
| 6M | -19.0% | +7.2% | -26.2% | -22.3% |
| YTD | +7.9% | +20.0% | -12.0% | -2.0% |
| 1Y | +9.9% | +25.4% | -15.4% | -2.4% |
| 3Y | +342.1% | +89.2% | +252.9% | +203.3% |
| 5Y | +600.8% | +134.6% | +466.2% | +308.7% |
| All | +1,474.6% | +260.1% | +1,214.5% | +655.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling