+10,155.6%
NVDA vs HWM
+1,278.2%
+8,877.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.9% |
| 7D | -13.2% | +5.0% | -18.2% | -15.0% |
| 30D | -23.2% | +1.5% | -24.8% | -24.1% |
| 3M | -20.0% | -20.3% | +0.3% | -13.1% |
| 6M | -20.6% | -18.0% | -2.6% | -15.1% |
| YTD | -6.6% | +9.5% | -16.1% | -12.4% |
| 1Y | -9.8% | +7.5% | -17.3% | -14.8% |
| 3Y | +260.5% | +355.7% | -95.2% | +88.5% |
| 5Y | +474.2% | +610.2% | -136.0% | +159.0% |
| 10Y | +7,949.9% | +1,516.8% | +6,433.2% | +2,573.4% |
| All | +10,155.6% | +1,278.2% | +8,877.5% | +3,301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling