+186.7%
NXPI vs HWM
+1,473.3%
-1,286.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.6% |
| 7D | -4.4% | +3.4% | -7.7% | -5.8% |
| 30D | +5.6% | -7.5% | +13.1% | +8.6% |
| 3M | +7.6% | -28.9% | +36.5% | +22.3% |
| 6M | -17.6% | -19.6% | +2.1% | -11.3% |
| YTD | +15.9% | +0.6% | +15.3% | +12.6% |
| 1Y | +22.4% | +0.3% | +22.1% | +18.8% |
| 3Y | +43.2% | +326.1% | -282.9% | -26.4% |
| 5Y | +21.4% | +525.2% | -503.8% | -46.6% |
| All | +186.7% | +1,473.3% | -1,286.6% | -10.2% |
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 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