+1,474.6%
HWM vs MET
+197.3%
+1,277.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.6% |
| 7D | +7.3% | +4.5% | +2.8% | +3.9% |
| 30D | +1.6% | +3.5% | -2.0% | -1.1% |
| 3M | -21.9% | +5.9% | -27.8% | -25.2% |
| 6M | -19.0% | +33.1% | -52.1% | -35.3% |
| YTD | +7.9% | +33.6% | -25.6% | -14.9% |
| 1Y | +9.9% | +32.7% | -22.7% | -13.1% |
| 3Y | +342.1% | +85.0% | +257.1% | +159.7% |
| 5Y | +600.8% | +85.6% | +515.2% | +301.5% |
| All | +1,474.6% | +197.3% | +1,277.3% | +457.8% |
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