+1,484.2%
HWM vs MKC
+19.3%
+1,464.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.8% |
| 7D | -1.8% | -2.4% | +0.7% | -1.4% |
| 30D | -2.7% | +5.4% | -8.1% | -4.1% |
| 3M | -22.7% | -11.1% | -11.6% | -21.0% |
| 6M | -18.9% | -1.4% | -17.5% | -19.6% |
| YTD | +7.1% | -29.4% | +36.5% | +15.2% |
| 1Y | +4.7% | -24.7% | +29.4% | +10.6% |
| 3Y | +345.6% | -21.8% | +367.4% | +355.3% |
| 5Y | +588.3% | -36.0% | +624.3% | +633.9% |
| 10Y | +1,516.2% | +24.9% | +1,491.2% | +1,365.3% |
| All | +1,484.2% | +19.3% | +1,464.9% | +1,307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling