+1,559.5%
HWM vs MKSI
+472.1%
+1,087.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.3% | 0.0% |
| 7D | -11.4% | +2.7% | -14.1% | -12.3% |
| 30D | -18.5% | -12.8% | -5.7% | -15.0% |
| 3M | -13.2% | -22.5% | +9.3% | -8.3% |
| 6M | -8.7% | +19.4% | -28.1% | -17.7% |
| YTD | +12.2% | +67.7% | -55.6% | -11.2% |
| 1Y | +24.9% | +131.4% | -106.5% | -13.3% |
| 3Y | +383.9% | +197.3% | +186.6% | +177.7% |
| 5Y | +646.1% | +87.0% | +559.2% | +390.0% |
| All | +1,559.5% | +472.1% | +1,087.4% | +499.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling