+1,251.8%
HWM vs NVT
+488.5%
+763.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +7.3% | +8.0% | -0.7% | +2.8% |
| 30D | +1.6% | -24.8% | +26.4% | +16.8% |
| 3M | -21.9% | -32.4% | +10.6% | -6.2% |
| 6M | -19.0% | -33.5% | +14.4% | -3.8% |
| YTD | +7.9% | +13.2% | -5.2% | -9.1% |
| 1Y | +9.9% | +9.0% | +1.0% | -5.7% |
| 3Y | +342.1% | +129.4% | +212.7% | +117.4% |
| 5Y | +600.8% | +230.1% | +370.7% | +158.3% |
| All | +1,251.8% | +488.5% | +763.3% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling