+155.2%
NXPI vs HWM
+1,323.5%
-1,168.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -10.7% | +9.0% | +2.6% |
| 7D | +0.7% | -9.2% | +9.8% | +4.3% |
| 30D | -6.6% | -17.9% | +11.3% | +0.6% |
| 3M | -25.4% | -6.0% | -19.4% | -24.1% |
| 6M | +11.9% | -7.4% | +19.3% | +13.7% |
| YTD | +4.0% | +13.1% | -9.1% | -3.2% |
| 1Y | +1.0% | +29.3% | -28.3% | -11.4% |
| 3Y | +16.3% | +389.9% | -373.6% | -43.3% |
| 5Y | +17.7% | +655.5% | -637.8% | -51.7% |
| All | +155.2% | +1,323.5% | -1,168.3% | -23.2% |
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