+1,547.2%
HWM vs NVS
+211.4%
+1,335.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.5% | -15.7% | +3.2% | -4.8% |
| 30D | -19.0% | -11.1% | -7.9% | -14.2% |
| 3M | -8.6% | -7.2% | -1.4% | -5.5% |
| 6M | -10.2% | -12.3% | +2.2% | -4.5% |
| YTD | +11.3% | +2.8% | +8.6% | +9.5% |
| 1Y | +24.3% | +11.9% | +12.3% | +16.8% |
| 3Y | +382.3% | +55.1% | +327.2% | +268.4% |
| 5Y | +640.6% | +94.1% | +546.6% | +380.7% |
| All | +1,547.2% | +211.4% | +1,335.7% | +761.5% |
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