+389.9%
HWM vs NVTS
+45.8%
+344.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.7% | -12.4% | -10.7% |
| 7D | -9.2% | +9.7% | -18.9% | -9.4% |
| 30D | -17.9% | -13.6% | -4.3% | -17.6% |
| 3M | -6.0% | -51.0% | +44.9% | -4.6% |
| 6M | -7.4% | +46.3% | -53.7% | -9.4% |
| YTD | +13.1% | +68.1% | -55.0% | +9.8% |
| 1Y | +29.3% | +113.9% | -84.6% | +24.3% |
| 3Y | +389.9% | +45.3% | +344.6% | +382.4% |
| All | +389.9% | +45.8% | +344.1% | +382.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3y: compounded portfolio wealth divided by compounded NVTS 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…
3y analysis · Full analysis span regression · 6 months rolling