+608.0%
HWM vs NVT
+233.5%
+374.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | +11.1% | +17.4% | -6.3% | +3.4% |
| 30D | +3.0% | -28.4% | +31.3% | +17.7% |
| 3M | -20.7% | -32.4% | +11.7% | -8.0% |
| 6M | -17.2% | -32.2% | +15.0% | -5.4% |
| YTD | +9.1% | +14.0% | -4.9% | -5.9% |
| 1Y | +9.0% | +4.3% | +4.8% | -1.9% |
| 3Y | +353.8% | +131.7% | +222.1% | +143.8% |
| 5Y | +608.0% | +232.4% | +375.6% | +176.2% |
| All | +608.0% | +233.5% | +374.6% | +176.2% |
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