+1,581.2%
HWM vs MET
+218.0%
+1,363.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.3% |
| 7D | -8.0% | -0.8% | -7.3% | -7.4% |
| 30D | -18.0% | -1.4% | -16.6% | -17.1% |
| 3M | -9.5% | +12.5% | -22.0% | -17.5% |
| 6M | -8.4% | +37.1% | -45.5% | -28.2% |
| YTD | +13.6% | +23.8% | -10.2% | -4.9% |
| 1Y | +30.2% | +24.1% | +6.1% | +8.0% |
| 3Y | +392.2% | +65.2% | +327.0% | +215.7% |
| 5Y | +645.2% | +82.3% | +562.9% | +331.6% |
| All | +1,581.2% | +218.0% | +1,363.2% | +510.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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