+118.0%
NOK vs HWM
+48.6%
+69.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +2.8% |
| 7D | -1.8% | -2.1% | +0.3% | -1.2% |
| 30D | +4.7% | -11.0% | +15.7% | +8.2% |
| 3M | -39.7% | +4.0% | -43.7% | -39.7% |
| 6M | +23.1% | -0.2% | +23.3% | +23.8% |
| YTD | +55.0% | +26.7% | +28.4% | +47.4% |
| 1Y | +118.0% | +44.7% | +73.3% | +101.5% |
| All | +118.0% | +48.6% | +69.5% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling