+622.3%
HWM vs MRNA
-67.9%
+690.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.6% | +0.6% |
| 7D | -11.4% | -1.1% | -10.4% | -11.4% |
| 30D | -18.5% | +126.1% | -144.6% | -20.6% |
| 3M | -13.2% | +190.0% | -203.2% | -17.2% |
| 6M | -8.7% | +157.2% | -165.9% | -12.4% |
| YTD | +12.2% | +388.2% | -376.0% | +2.8% |
| 1Y | +24.9% | +467.0% | -442.1% | +13.0% |
| 3Y | +383.9% | +36.1% | +347.8% | +370.4% |
| All | +622.3% | -67.9% | +690.2% | +537.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 5y: compounded portfolio wealth divided by compounded MRNA 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…
5y analysis · Full analysis span regression · 6 months rolling