+655.5%
HWM vs MKC
-33.2%
+688.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.3% | -10.4% | -10.7% |
| 7D | -9.2% | -4.3% | -4.8% | -8.7% |
| 30D | -17.9% | -2.0% | -15.9% | -17.7% |
| 3M | -6.0% | +10.0% | -16.0% | -7.3% |
| 6M | -7.4% | -18.5% | +11.2% | -4.5% |
| YTD | +13.1% | -22.4% | +35.5% | +17.4% |
| 1Y | +29.3% | -23.6% | +52.9% | +34.4% |
| 3Y | +389.9% | -30.4% | +420.4% | +416.2% |
| 5Y | +655.5% | -34.2% | +689.7% | +728.0% |
| All | +655.5% | -33.2% | +688.8% | +728.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling