+659.2%
HWM vs NVTS
-14.2%
+673.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.7% | -12.4% | -10.8% |
| 7D | -9.2% | +9.7% | -18.9% | -9.6% |
| 30D | -17.9% | -13.6% | -4.3% | -17.4% |
| 3M | -6.0% | -51.0% | +44.9% | -3.5% |
| 6M | -7.4% | +46.3% | -53.7% | -10.9% |
| YTD | +13.1% | +68.1% | -55.0% | +7.5% |
| 1Y | +29.3% | +113.9% | -84.6% | +20.4% |
| 3Y | +389.9% | +45.3% | +344.6% | +353.4% |
| All | +659.2% | -14.2% | +673.4% | +551.9% |
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