+380.3%
HWM vs MKTX
-25.2%
+405.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -12.5% | -0.2% | -12.4% | -12.5% |
| 30D | -19.0% | +0.8% | -19.8% | -19.0% |
| 3M | -8.6% | +41.1% | -49.7% | -7.5% |
| 6M | -10.2% | -9.5% | -0.6% | -10.9% |
| YTD | +11.3% | -8.7% | +20.0% | +10.6% |
| 1Y | +24.3% | -10.0% | +34.2% | +23.4% |
| All | +380.3% | -25.2% | +405.6% | +363.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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