+577.9%
HWM vs MCO
+36.6%
+541.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | +7.3% | +0.5% | +6.8% | +7.1% |
| 30D | +1.6% | +9.8% | -8.2% | -2.6% |
| 3M | -21.9% | +4.3% | -26.1% | -23.4% |
| 6M | -19.0% | +16.5% | -35.5% | -25.0% |
| YTD | +7.9% | +0.1% | +7.8% | +6.1% |
| 1Y | +9.9% | +4.4% | +5.5% | +5.6% |
| 3Y | +342.1% | +51.6% | +290.6% | +244.1% |
| All | +577.9% | +36.6% | +541.2% | +430.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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