+101.3%
NOK vs HWM
+655.8%
-554.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -10.7% | +16.9% | +9.1% |
| 7D | +7.3% | -9.2% | +16.4% | +9.6% |
| 30D | +13.8% | -17.9% | +31.6% | +19.6% |
| 3M | -27.0% | -6.0% | -21.0% | -26.1% |
| 6M | +37.6% | -7.4% | +44.9% | +39.1% |
| YTD | +64.6% | +13.1% | +51.5% | +56.6% |
| 1Y | +132.0% | +29.3% | +102.7% | +111.5% |
| 3Y | +183.7% | +389.9% | -206.3% | +51.2% |
| 5Y | +101.3% | +655.5% | -554.2% | -12.5% |
| All | +101.3% | +655.8% | -554.5% | -12.5% |
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 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