+4.4%
HWM vs MRSH
+20.0%
-15.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.6% | -3.7% |
| 7D | +9.4% | +9.4% | 0.0% | +11.1% |
| 30D | -7.0% | +23.4% | -30.4% | -3.7% |
| 3M | -25.9% | +9.9% | -35.8% | -24.8% |
| 6M | -10.8% | +26.0% | -36.9% | -7.0% |
| YTD | +4.3% | +15.2% | -10.9% | +7.4% |
| 1Y | +4.4% | +18.4% | -14.0% | +7.7% |
| All | +4.4% | +20.0% | -15.6% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling