+44.7%
HWM vs NVT
+73.8%
-29.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.2% |
| 7D | -2.1% | +5.1% | -7.2% | -3.6% |
| 30D | -11.0% | -3.7% | -7.3% | -10.3% |
| 3M | +4.0% | -10.1% | +14.2% | +6.2% |
| 6M | -0.2% | +37.5% | -37.7% | -13.9% |
| YTD | +26.7% | +53.7% | -27.1% | +4.1% |
| 1Y | +44.7% | +70.9% | -26.1% | +9.1% |
| All | +44.7% | +73.8% | -29.1% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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