+1,516.2%
HWM vs MET
+206.5%
+1,309.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.7% |
| 7D | -1.8% | +1.8% | -3.5% | -3.0% |
| 30D | -2.7% | +4.8% | -7.5% | -6.1% |
| 3M | -22.7% | +6.2% | -28.9% | -26.2% |
| 6M | -18.9% | +33.8% | -52.8% | -35.5% |
| YTD | +7.1% | +33.3% | -26.2% | -15.5% |
| 1Y | +4.7% | +36.3% | -31.7% | -19.1% |
| 3Y | +345.6% | +84.6% | +261.0% | +162.2% |
| 5Y | +588.3% | +87.7% | +500.6% | +290.6% |
| 10Y | +1,516.2% | +198.0% | +1,318.2% | +473.1% |
| All | +1,516.2% | +206.5% | +1,309.7% | +473.1% |
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