+1,463.9%
HWM vs MET
+239.9%
+1,224.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | +2.5% |
| 7D | +1.6% | +1.3% | +0.3% | +0.6% |
| 30D | -3.9% | +4.0% | -7.9% | -6.8% |
| 3M | -23.2% | +4.6% | -27.8% | -25.8% |
| 6M | -20.0% | +32.8% | -52.8% | -35.9% |
| YTD | +5.7% | +32.3% | -26.6% | -16.0% |
| 1Y | +4.9% | +37.1% | -32.3% | -19.2% |
| 3Y | +347.0% | +86.8% | +260.2% | +161.4% |
| 5Y | +563.0% | +87.4% | +475.6% | +278.2% |
| 10Y | +1,579.2% | +209.9% | +1,369.3% | +499.3% |
| All | +1,463.9% | +239.9% | +1,224.0% | +438.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling