+7,999.2%
NVDA vs HWM
+1,503.5%
+6,495.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | -8.5% | +11.1% | -19.6% | -12.6% |
| 30D | -27.3% | +3.0% | -30.2% | -28.5% |
| 3M | -25.8% | -20.7% | -5.0% | -19.2% |
| 6M | -24.6% | -17.2% | -7.4% | -19.6% |
| YTD | -10.7% | +9.1% | -19.7% | -16.0% |
| 1Y | -14.0% | +9.0% | -23.1% | -19.2% |
| 3Y | +244.9% | +353.8% | -109.0% | +80.7% |
| 5Y | +449.3% | +608.0% | -158.8% | +148.2% |
| All | +7,999.2% | +1,503.5% | +6,495.7% | +2,714.4% |
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