+622.3%
HWM vs MCO
+28.6%
+593.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.1% |
| 7D | -11.4% | -3.8% | -7.7% | -9.9% |
| 30D | -18.5% | -0.4% | -18.1% | -18.3% |
| 3M | -13.2% | +7.7% | -20.9% | -16.4% |
| 6M | -8.7% | +7.0% | -15.7% | -12.1% |
| YTD | +12.2% | -6.4% | +18.6% | +13.8% |
| 1Y | +24.9% | -7.6% | +32.5% | +26.9% |
| 3Y | +383.9% | +43.2% | +340.7% | +289.2% |
| All | +622.3% | +28.6% | +593.7% | +472.4% |
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