+750.2%
HWM vs NVTS
-15.6%
+765.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -0.8% |
| 7D | -2.1% | +2.7% | -4.8% | -2.3% |
| 30D | -11.0% | -4.5% | -6.5% | -10.9% |
| 3M | +4.0% | -61.5% | +65.6% | +7.9% |
| 6M | -0.2% | +28.0% | -28.2% | -3.4% |
| YTD | +26.7% | +65.3% | -38.6% | +20.4% |
| 1Y | +44.7% | +113.0% | -68.3% | +34.7% |
| 3Y | +426.1% | +34.7% | +391.4% | +390.6% |
| All | +750.2% | -15.6% | +765.8% | +630.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling