+7.5%
HWM vs MKC
-24.7%
+32.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | +5.0% | -7.0% | +12.0% | +4.4% |
| 30D | +1.5% | +4.1% | -2.6% | +1.7% |
| 3M | -20.3% | -10.3% | -10.0% | -20.4% |
| 6M | -18.0% | +1.7% | -19.7% | -18.2% |
| YTD | +9.5% | -29.1% | +38.6% | +17.0% |
| 1Y | +7.5% | -26.0% | +33.4% | +13.0% |
| All | +7.5% | -24.7% | +32.2% | +13.0% |
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