+537.4%
HWM vs MET
+78.1%
+459.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.4% |
| 7D | +3.4% | -1.2% | +4.5% | +4.1% |
| 30D | -7.5% | +3.2% | -10.7% | -9.4% |
| 3M | -28.9% | -1.1% | -27.8% | -28.5% |
| 6M | -19.6% | +25.0% | -44.6% | -30.0% |
| YTD | +0.6% | +27.9% | -27.3% | -14.3% |
| 1Y | +0.3% | +32.9% | -32.6% | -16.8% |
| 3Y | +326.1% | +78.8% | +247.3% | +183.3% |
| All | +537.4% | +78.1% | +459.3% | +318.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling