+509.8%
HWM vs MAS
+41.7%
+468.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.5% | -4.6% |
| 7D | -2.4% | +4.6% | -7.0% | -4.2% |
| 30D | -13.3% | +19.9% | -33.1% | -19.3% |
| 3M | -31.0% | +8.9% | -39.9% | -33.5% |
| 6M | -17.1% | +20.2% | -37.3% | -23.7% |
| YTD | -1.9% | +33.9% | -35.7% | -14.3% |
| 1Y | -2.4% | +34.7% | -37.1% | -15.2% |
| 3Y | +322.2% | +60.4% | +261.8% | +223.1% |
| 5Y | +509.8% | +43.5% | +466.4% | +375.4% |
| All | +509.8% | +41.7% | +468.2% | +375.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling