+1,573.3%
HWM vs MKSI
+468.2%
+1,105.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.0% | -12.7% | -11.4% |
| 7D | -9.2% | +7.7% | -16.9% | -11.6% |
| 30D | -17.9% | -12.9% | -5.0% | -14.4% |
| 3M | -6.0% | -14.8% | +8.8% | -3.9% |
| 6M | -7.4% | +26.6% | -34.0% | -18.3% |
| YTD | +13.1% | +66.6% | -53.5% | -10.3% |
| 1Y | +29.3% | +144.6% | -115.2% | -12.1% |
| 3Y | +389.9% | +193.1% | +196.8% | +182.6% |
| 5Y | +655.5% | +88.6% | +566.9% | +394.0% |
| All | +1,573.3% | +468.2% | +1,105.1% | +505.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling