+43.0%
NU vs HWM
+345.1%
-302.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.7% |
| 7D | +4.0% | -1.8% | +5.8% | +4.5% |
| 30D | -25.1% | -2.7% | -22.4% | -24.7% |
| 3M | -12.8% | -22.7% | +9.9% | -4.4% |
| 6M | -12.5% | -18.9% | +6.5% | -6.0% |
| YTD | -27.8% | +7.1% | -34.9% | -31.5% |
| 1Y | -24.6% | +4.7% | -29.3% | -27.8% |
| All | +43.0% | +345.1% | -302.2% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling