+655.5%
HWM vs NVT
+425.5%
+230.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +4.2% | -14.9% | -12.6% |
| 7D | -9.2% | +10.4% | -19.5% | -13.4% |
| 30D | -17.9% | -1.3% | -16.6% | -18.0% |
| 3M | -6.0% | -0.6% | -5.4% | -7.6% |
| 6M | -7.4% | +53.8% | -61.1% | -28.0% |
| YTD | +13.1% | +60.2% | -47.1% | -14.5% |
| 1Y | +29.3% | +76.8% | -47.5% | -8.1% |
| 3Y | +389.9% | +191.2% | +198.7% | +147.2% |
| 5Y | +655.5% | +430.9% | +224.6% | +146.2% |
| All | +655.5% | +425.5% | +230.0% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling