+1,551.7%
HWM vs MAS
+241.3%
+1,310.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.6% | -9.9% | -7.2% |
| 7D | +9.4% | +14.2% | -4.8% | +1.9% |
| 30D | -7.0% | +26.8% | -33.8% | -18.3% |
| 3M | -25.9% | +13.1% | -39.0% | -31.1% |
| 6M | -10.8% | +27.9% | -38.8% | -23.2% |
| YTD | +4.3% | +38.7% | -34.3% | -15.4% |
| 1Y | +4.4% | +40.4% | -36.0% | -16.2% |
| 3Y | +348.8% | +66.1% | +282.7% | +206.9% |
| 5Y | +598.5% | +47.4% | +551.0% | +399.4% |
| 10Y | +1,551.7% | +238.3% | +1,313.4% | +529.2% |
| All | +1,551.7% | +241.3% | +1,310.4% | +529.2% |
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