+1,523.0%
HWM vs M
-4.2%
+1,527.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +3.6% |
| 7D | +3.3% | -4.3% | +7.6% | +4.2% |
| 30D | -7.6% | +1.3% | -8.9% | -8.2% |
| 3M | -28.9% | -7.4% | -21.6% | -27.9% |
| 6M | -19.7% | +18.3% | -38.0% | -24.1% |
| YTD | +0.5% | +7.6% | -7.0% | -3.1% |
| 1Y | +0.3% | +17.4% | -17.1% | -5.9% |
| 3Y | +325.8% | +108.4% | +217.5% | +221.2% |
| 5Y | +524.7% | -10.6% | +535.4% | +456.0% |
| All | +1,523.0% | -4.2% | +1,527.1% | +836.1% |
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