+1,773.8%
HWM vs MCO
+436.6%
+1,337.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.7% |
| 7D | -2.1% | -4.2% | +2.0% | +0.3% |
| 30D | -11.0% | +2.2% | -13.2% | -12.2% |
| 3M | +4.0% | +10.1% | -6.1% | -2.4% |
| 6M | -0.2% | +5.3% | -5.5% | -4.4% |
| YTD | +26.7% | -2.7% | +29.4% | +25.4% |
| 1Y | +44.7% | -0.4% | +45.1% | +40.1% |
| 3Y | +426.1% | +49.0% | +377.1% | +290.4% |
| 5Y | +738.5% | +33.6% | +704.9% | +546.9% |
| All | +1,773.8% | +436.6% | +1,337.3% | +484.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling