+1,420.2%
HWM vs MRNA
+537.9%
+882.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.6% | -7.1% | -10.7% |
| 7D | -9.2% | -9.0% | -0.1% | -9.0% |
| 30D | -17.9% | +137.2% | -155.0% | -19.5% |
| 3M | -6.0% | +194.8% | -200.9% | -8.8% |
| 6M | -7.4% | +167.2% | -174.5% | -9.9% |
| YTD | +13.1% | +375.9% | -362.8% | +7.9% |
| 1Y | +29.3% | +465.2% | -435.9% | +22.5% |
| 3Y | +389.9% | +30.4% | +359.5% | +378.2% |
| 5Y | +655.5% | -66.8% | +722.4% | +631.5% |
| All | +1,420.2% | +537.9% | +882.3% | +1,302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling