+44.7%
HWM vs MRSH
-7.9%
+52.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.7% |
| 7D | -2.1% | -3.6% | +1.5% | -2.8% |
| 30D | -11.0% | -3.0% | -8.0% | -11.5% |
| 3M | +4.0% | +15.8% | -11.8% | +6.8% |
| 6M | -0.2% | +1.6% | -1.8% | +0.5% |
| YTD | +26.7% | +1.7% | +24.9% | +27.8% |
| 1Y | +44.7% | -8.0% | +52.7% | +45.2% |
| All | +44.7% | -7.9% | +52.6% | +45.2% |
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