+995.3%
HWM vs MDB
+892.0%
+103.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.6% | +0.4% | +4.6% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | -3.9% | -15.2% | +11.2% | -2.5% |
| 3M | -23.2% | -17.9% | -5.3% | -22.3% |
| 6M | -20.0% | +9.3% | -29.3% | -22.1% |
| YTD | +5.7% | -22.0% | +27.7% | +5.8% |
| 1Y | +4.9% | -9.3% | +14.2% | +2.8% |
| 3Y | +347.0% | -10.4% | +357.4% | +320.1% |
| 5Y | +563.0% | -43.2% | +606.3% | +512.0% |
| All | +995.3% | +892.0% | +103.3% | +564.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling