+1,516.8%
HWM vs M
-5.1%
+1,521.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | +5.0% | -3.3% | +8.3% | +5.8% |
| 30D | +1.5% | +8.1% | -6.6% | -0.8% |
| 3M | -20.3% | +2.2% | -22.5% | -21.2% |
| 6M | -18.0% | +35.1% | -53.1% | -25.0% |
| YTD | +9.5% | +15.8% | -6.3% | +3.5% |
| 1Y | +7.5% | +25.8% | -18.4% | -0.8% |
| 3Y | +355.7% | +156.2% | +199.4% | +225.8% |
| 5Y | +610.2% | -2.4% | +612.6% | +518.3% |
| 10Y | +1,516.8% | -7.1% | +1,523.9% | +806.2% |
| All | +1,516.8% | -5.1% | +1,521.9% | +806.2% |
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