+1,388.5%
HWM vs MET
+228.5%
+1,159.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.6% |
| 7D | +3.4% | -1.2% | +4.5% | +4.3% |
| 30D | -7.5% | +3.2% | -10.7% | -9.9% |
| 3M | -28.9% | -1.1% | -27.8% | -28.4% |
| 6M | -19.6% | +25.0% | -44.6% | -32.7% |
| YTD | +0.6% | +27.9% | -27.3% | -18.0% |
| 1Y | +0.3% | +32.9% | -32.6% | -20.9% |
| 3Y | +326.1% | +78.8% | +247.3% | +157.5% |
| 5Y | +525.2% | +79.6% | +445.6% | +268.0% |
| 10Y | +1,492.9% | +228.1% | +1,264.8% | +464.5% |
| All | +1,388.5% | +228.5% | +1,159.9% | +425.7% |
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