+1,516.2%
HWM vs M
-3.0%
+1,519.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -1.8% | +5.0% | -6.8% | -3.2% |
| 30D | -2.7% | +10.6% | -13.3% | -5.5% |
| 3M | -22.7% | +1.6% | -24.3% | -23.5% |
| 6M | -18.9% | +30.8% | -49.8% | -25.3% |
| YTD | +7.1% | +16.9% | -9.8% | +1.0% |
| 1Y | +4.7% | +26.3% | -21.6% | -3.5% |
| 3Y | +345.6% | +158.6% | +187.0% | +217.9% |
| 5Y | +588.3% | +2.1% | +586.2% | +491.5% |
| 10Y | +1,516.2% | -4.3% | +1,520.5% | +816.3% |
| All | +1,516.2% | -3.0% | +1,519.2% | +816.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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