-3.2%
NU vs HWM
+26.9%
-30.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.9% |
| 7D | -4.2% | -12.5% | +8.3% | +0.3% |
| 30D | +10.0% | -19.0% | +29.0% | +18.9% |
| 3M | +29.3% | -8.6% | +37.9% | +32.4% |
| 6M | +0.9% | -10.2% | +11.1% | +3.4% |
| YTD | -10.3% | +11.3% | -21.6% | -16.7% |
| 1Y | -3.2% | +24.3% | -27.4% | -13.9% |
| All | -3.2% | +26.9% | -30.0% | -13.9% |
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