+1,524.1%
HWM vs MSCI
+789.3%
+734.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.4% |
| 7D | +3.4% | +2.8% | +0.6% | +2.1% |
| 30D | -7.5% | +15.4% | -23.0% | -13.0% |
| 3M | -28.9% | +13.4% | -42.3% | -32.6% |
| 6M | -19.6% | +10.9% | -30.5% | -24.0% |
| YTD | +0.6% | +13.0% | -12.4% | -6.8% |
| 1Y | +0.3% | +12.0% | -11.7% | -6.7% |
| 3Y | +326.1% | +34.1% | +292.0% | +255.2% |
| 5Y | +525.2% | +3.9% | +521.3% | +465.6% |
| All | +1,524.1% | +789.3% | +734.8% | +347.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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