+1,773.8%
HWM vs MET
+224.5%
+1,549.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.7% |
| 7D | -2.1% | +1.2% | -3.3% | -2.9% |
| 30D | -11.0% | +1.4% | -12.4% | -12.0% |
| 3M | +4.0% | +17.7% | -13.7% | -8.4% |
| 6M | -0.2% | +35.0% | -35.2% | -21.1% |
| YTD | +26.7% | +26.3% | +0.4% | +4.3% |
| 1Y | +44.7% | +22.8% | +21.9% | +20.9% |
| 3Y | +426.1% | +65.9% | +360.2% | +236.2% |
| 5Y | +738.5% | +85.4% | +653.1% | +379.0% |
| All | +1,773.8% | +224.5% | +1,549.4% | +569.0% |
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