+9.9%
HWM vs NVS
+25.4%
-15.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -23.7% |
| 6M | -19.0% | +7.2% | -26.2% | -22.1% |
| YTD | +7.9% | +20.0% | -12.0% | +3.3% |
| 1Y | +9.9% | +25.4% | -15.4% | +4.8% |
| All | +9.9% | +25.4% | -15.5% | +4.8% |
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