+34.7%
NXPI vs HWM
+591.3%
-556.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | +6.8% | +7.3% | -0.5% | +3.2% |
| 30D | +20.0% | +1.6% | +18.5% | +18.6% |
| 3M | +14.8% | -21.9% | +36.7% | +28.1% |
| 6M | -10.5% | -19.0% | +8.6% | -2.3% |
| YTD | +23.7% | +7.9% | +15.8% | +13.9% |
| 1Y | +34.1% | +9.9% | +24.1% | +21.8% |
| 3Y | +51.2% | +342.1% | -290.9% | -45.7% |
| All | +34.7% | +591.3% | -556.5% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling