+563.0%
HWM vs NVTS
-38.4%
+601.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.3% | -6.2% | +4.5% |
| 7D | +1.6% | +20.8% | -19.2% | +0.7% |
| 30D | -3.9% | -11.1% | +7.2% | -3.6% |
| 3M | -23.2% | -31.0% | +7.8% | -22.2% |
| 6M | -20.0% | -47.4% | +27.4% | -18.8% |
| YTD | +5.7% | +34.2% | -28.5% | +1.2% |
| 1Y | +4.9% | +22.2% | -17.3% | +0.7% |
| 3Y | +347.0% | +68.4% | +278.6% | +300.4% |
| 5Y | +563.0% | -39.0% | +602.0% | +503.0% |
| All | +563.0% | -38.4% | +601.4% | +503.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling