+1,773.8%
HWM vs MDY
+183.4%
+1,590.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.3% |
| 30D | -11.0% | -1.5% | -9.5% | -9.5% |
| 3M | +4.0% | +0.8% | +3.3% | +2.9% |
| 6M | -0.2% | +7.4% | -7.6% | -8.4% |
| YTD | +26.7% | +15.2% | +11.5% | +6.8% |
| 1Y | +44.7% | +16.5% | +28.2% | +20.2% |
| 3Y | +426.1% | +46.8% | +379.3% | +226.3% |
| 5Y | +738.5% | +46.0% | +692.5% | +420.5% |
| All | +1,773.8% | +183.4% | +1,590.5% | +414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling