+121.3%
NOK vs HWM
+1,258.6%
-1,137.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +5.4% | +7.3% | -1.9% | +3.7% |
| 30D | -14.1% | +1.6% | -15.7% | -14.3% |
| 3M | -23.6% | -21.9% | -1.7% | -19.5% |
| 6M | -45.1% | -19.0% | -26.1% | -42.7% |
| YTD | +24.7% | +7.9% | +16.8% | +21.8% |
| 1Y | +19.0% | +9.9% | +9.1% | +15.7% |
| 3Y | +147.0% | +342.1% | -195.1% | +72.3% |
| 5Y | +58.2% | +600.8% | -542.6% | -0.7% |
| 10Y | +122.3% | +1,493.8% | -1,371.5% | +16.2% |
| All | +121.3% | +1,258.6% | -1,137.4% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling