+1,490.9%
HWM vs MDY
+165.7%
+1,325.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +1.0% |
| 7D | +11.1% | +3.0% | +8.1% | +7.3% |
| 30D | +3.0% | +0.8% | +2.2% | +2.2% |
| 3M | -20.7% | -5.1% | -15.6% | -15.3% |
| 6M | -17.2% | +1.2% | -18.4% | -18.2% |
| YTD | +9.1% | +12.5% | -3.4% | -5.0% |
| 1Y | +9.0% | +13.8% | -4.7% | -6.4% |
| 3Y | +353.8% | +56.4% | +297.4% | +160.8% |
| 5Y | +608.0% | +35.3% | +572.7% | +386.3% |
| All | +1,490.9% | +165.7% | +1,325.3% | +375.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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