+22.0%
NXPI vs HWM
+522.4%
-500.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.4% |
| 7D | -4.4% | +3.4% | -7.7% | -6.1% |
| 30D | +5.6% | -7.5% | +13.1% | +9.1% |
| 3M | +7.6% | -28.9% | +36.5% | +25.6% |
| 6M | -17.6% | -19.6% | +2.1% | -10.2% |
| YTD | +15.9% | +0.6% | +15.3% | +10.4% |
| 1Y | +22.4% | +0.3% | +22.1% | +16.4% |
| 3Y | +43.2% | +326.1% | -282.9% | -47.8% |
| All | +22.0% | +522.4% | -500.4% | -67.4% |
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 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