+1,490.9%
HWM vs MET
+195.0%
+1,295.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.4% |
| 7D | +11.1% | +2.1% | +9.0% | +9.4% |
| 30D | +3.0% | +1.8% | +1.2% | +1.5% |
| 3M | -20.7% | +6.0% | -26.7% | -24.2% |
| 6M | -17.2% | +31.1% | -48.3% | -33.1% |
| YTD | +9.1% | +32.6% | -23.5% | -13.6% |
| 1Y | +9.0% | +30.5% | -21.4% | -12.7% |
| 3Y | +353.8% | +83.6% | +270.3% | +168.2% |
| 5Y | +608.0% | +84.2% | +523.9% | +308.0% |
| All | +1,490.9% | +195.0% | +1,295.9% | +466.8% |
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