+191.2%
NOK vs HWM
+1,301.3%
-1,110.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | +8.7% | -12.5% | +21.2% | +11.5% |
| 30D | +12.5% | -19.0% | +31.5% | +17.3% |
| 3M | -20.7% | -8.6% | -12.1% | -19.5% |
| 6M | +36.2% | -10.2% | +46.3% | +38.3% |
| YTD | +64.1% | +11.3% | +52.8% | +58.9% |
| 1Y | +132.4% | +24.3% | +108.1% | +119.4% |
| 3Y | +182.9% | +382.3% | -199.4% | +92.9% |
| 5Y | +102.8% | +640.6% | -537.8% | +25.4% |
| All | +191.2% | +1,301.3% | -1,110.1% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling