+131.4%
NOK vs HWM
+1,278.2%
-1,146.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.8% |
| 7D | +2.2% | +5.0% | -2.8% | +1.2% |
| 30D | -14.7% | +1.5% | -16.3% | -14.9% |
| 3M | -10.6% | -20.3% | +9.7% | -6.3% |
| 6M | -39.4% | -18.0% | -21.3% | -36.9% |
| YTD | +30.4% | +9.5% | +21.0% | +27.0% |
| 1Y | +22.3% | +7.5% | +14.9% | +19.5% |
| 3Y | +157.6% | +355.7% | -198.1% | +78.4% |
| 5Y | +64.6% | +610.2% | -545.7% | +3.0% |
| 10Y | +132.5% | +1,516.8% | -1,384.3% | +21.2% |
| All | +131.4% | +1,278.2% | -1,146.8% | +20.7% |
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