+1,490.9%
HWM vs NVS
+259.5%
+1,231.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +11.1% | -1.0% | +12.2% | +11.7% |
| 30D | +3.0% | +12.5% | -9.6% | -3.1% |
| 3M | -20.7% | +5.2% | -25.9% | -22.9% |
| 6M | -17.2% | +8.2% | -25.4% | -20.9% |
| YTD | +9.1% | +19.8% | -10.7% | -0.9% |
| 1Y | +9.0% | +24.8% | -15.8% | -3.0% |
| 3Y | +353.8% | +90.0% | +263.8% | +210.4% |
| 5Y | +608.0% | +134.3% | +473.8% | +313.3% |
| All | +1,490.9% | +259.5% | +1,231.4% | +663.9% |
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