+30.2%
HWM vs MKC
-24.0%
+54.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.4% |
| 7D | -8.0% | -4.3% | -3.7% | -8.4% |
| 30D | -18.0% | -3.1% | -14.9% | -18.1% |
| 3M | -9.5% | +6.8% | -16.3% | -8.9% |
| 6M | -8.4% | -18.3% | +10.0% | -6.5% |
| YTD | +13.6% | -23.1% | +36.7% | +15.2% |
| 1Y | +30.2% | -23.7% | +53.9% | +30.9% |
| All | +30.2% | -24.0% | +54.2% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling