+1,573.3%
HWM vs MRSH
+234.3%
+1,339.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.8% | -7.9% | -8.9% |
| 7D | -9.2% | -3.8% | -5.4% | -6.7% |
| 30D | -17.9% | -5.8% | -12.1% | -14.6% |
| 3M | -6.0% | +11.7% | -17.8% | -13.9% |
| 6M | -7.4% | -0.3% | -7.0% | -9.3% |
| YTD | +13.1% | -1.1% | +14.2% | +10.2% |
| 1Y | +29.3% | -9.5% | +38.8% | +33.4% |
| 3Y | +389.9% | -2.6% | +392.5% | +368.6% |
| 5Y | +655.5% | +22.7% | +632.8% | +483.0% |
| All | +1,573.3% | +234.3% | +1,339.0% | +566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling