+7,836.4%
NVDA vs HWM
+1,487.1%
+6,349.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -12.7% | +7.3% | -20.0% | -15.4% |
| 30D | -26.4% | +1.6% | -28.0% | -27.2% |
| 3M | -27.6% | -21.9% | -5.8% | -20.7% |
| 6M | -27.7% | -19.0% | -8.7% | -22.3% |
| YTD | -12.5% | +7.9% | -20.4% | -17.4% |
| 1Y | -12.6% | +9.9% | -22.6% | -18.2% |
| 3Y | +235.9% | +342.1% | -106.2% | +77.9% |
| 5Y | +438.2% | +600.8% | -162.6% | +144.3% |
| All | +7,836.4% | +1,487.1% | +6,349.4% | +2,669.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling