+315.7%
HWM vs MAS
+61.2%
+254.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.5% | -5.0% |
| 7D | -2.4% | +4.6% | -7.0% | -3.7% |
| 30D | -13.3% | +19.9% | -33.1% | -17.8% |
| 3M | -31.0% | +8.9% | -39.9% | -32.8% |
| 6M | -17.1% | +20.2% | -37.3% | -22.0% |
| YTD | -1.9% | +33.9% | -35.7% | -11.2% |
| 1Y | -2.4% | +34.7% | -37.1% | -12.0% |
| All | +315.7% | +61.2% | +254.5% | +265.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling