+380.3%
HWM vs MKSI
+184.9%
+195.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -12.5% | +4.9% | -17.4% | -13.6% |
| 30D | -19.0% | -11.0% | -8.0% | -17.0% |
| 3M | -8.6% | -17.1% | +8.5% | -6.7% |
| 6M | -10.2% | +16.4% | -26.6% | -16.2% |
| YTD | +11.3% | +64.3% | -53.0% | -5.2% |
| 1Y | +24.3% | +137.7% | -113.5% | -4.5% |
| All | +380.3% | +184.9% | +195.5% | +239.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling