-15.2%
NU vs HWM
+7.5%
-22.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.8% | +12.0% |
| 7D | +9.9% | +7.3% | +2.6% | +8.1% |
| 30D | -11.5% | +1.6% | -13.0% | -11.3% |
| 3M | -5.1% | -21.9% | +16.8% | +4.4% |
| 6M | +3.1% | -19.0% | +22.2% | +11.1% |
| YTD | -21.0% | +7.9% | -29.0% | -25.5% |
| 1Y | -15.2% | +9.9% | -25.1% | -21.0% |
| All | -15.2% | +7.5% | -22.7% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling