+1,573.3%
HWM vs MKTX
+19.2%
+1,554.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | 0.0% | -10.7% | -10.7% |
| 7D | -9.2% | +0.4% | -9.6% | -9.2% |
| 30D | -17.9% | +1.0% | -18.8% | -18.0% |
| 3M | -6.0% | +41.3% | -47.3% | -12.1% |
| 6M | -7.4% | -11.3% | +4.0% | -5.9% |
| YTD | +13.1% | -8.6% | +21.7% | +14.1% |
| 1Y | +29.3% | -11.1% | +40.4% | +30.8% |
| 3Y | +389.9% | -24.5% | +414.4% | +394.7% |
| 5Y | +655.5% | -61.4% | +717.0% | +776.7% |
| All | +1,573.3% | +19.2% | +1,554.1% | +1,139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling