+64.6%
NOK vs HWM
+603.8%
-539.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.6% |
| 7D | +2.2% | +5.0% | -2.8% | +0.8% |
| 30D | -14.7% | +1.5% | -16.3% | -15.1% |
| 3M | -10.6% | -20.3% | +9.7% | -4.9% |
| 6M | -39.4% | -18.0% | -21.3% | -36.1% |
| YTD | +30.4% | +9.5% | +21.0% | +25.2% |
| 1Y | +22.3% | +7.5% | +14.9% | +17.9% |
| 3Y | +157.6% | +355.7% | -198.1% | +36.7% |
| 5Y | +64.6% | +610.2% | -545.7% | -31.4% |
| All | +64.6% | +603.8% | -539.3% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling