+1,773.8%
HWM vs MAS
+174.0%
+1,599.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.4% |
| 7D | -2.1% | -0.8% | -1.4% | -1.8% |
| 30D | -11.0% | -5.6% | -5.4% | -8.5% |
| 3M | +4.0% | +4.4% | -0.4% | +0.3% |
| 6M | -0.2% | +7.2% | -7.4% | -5.9% |
| YTD | +26.7% | +16.1% | +10.5% | +13.3% |
| 1Y | +44.7% | +0.1% | +44.6% | +39.9% |
| 3Y | +426.1% | +28.3% | +397.8% | +316.7% |
| 5Y | +738.5% | +30.5% | +708.0% | +533.1% |
| All | +1,773.8% | +174.0% | +1,599.9% | +650.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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