+1,559.5%
HWM vs MRSH
+227.6%
+1,331.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.9% |
| 7D | -11.4% | -4.8% | -6.7% | -8.4% |
| 30D | -18.5% | -6.3% | -12.1% | -14.9% |
| 3M | -13.2% | +5.8% | -19.0% | -17.5% |
| 6M | -8.7% | +2.8% | -11.5% | -12.6% |
| YTD | +12.2% | -3.1% | +15.3% | +10.7% |
| 1Y | +24.9% | -11.3% | +36.2% | +30.6% |
| 3Y | +383.9% | -5.0% | +388.9% | +370.8% |
| 5Y | +646.1% | +19.2% | +627.0% | +488.0% |
| All | +1,559.5% | +227.6% | +1,331.8% | +569.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling