+48.4%
NU vs HWM
+669.1%
-620.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.7% | +10.4% | +5.6% |
| 7D | +6.0% | -9.2% | +15.2% | +11.2% |
| 30D | +10.8% | -17.9% | +28.6% | +22.5% |
| 3M | +32.2% | -6.0% | +38.2% | +35.0% |
| 6M | +5.1% | -7.4% | +12.5% | +7.6% |
| YTD | -8.4% | +13.1% | -21.5% | -17.3% |
| 1Y | +0.7% | +29.3% | -28.6% | -16.4% |
| 3Y | +125.1% | +389.9% | -264.8% | -31.1% |
| All | +48.4% | +669.1% | -620.7% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling