+1,579.2%
HWM vs MSCI
+799.4%
+779.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.2% | +4.7% |
| 7D | +1.6% | +1.5% | +0.1% | +0.9% |
| 30D | -3.9% | +14.4% | -18.3% | -9.3% |
| 3M | -23.2% | +15.2% | -38.4% | -27.7% |
| 6M | -20.0% | +11.2% | -31.2% | -24.4% |
| YTD | +5.7% | +13.9% | -8.2% | -2.3% |
| 1Y | +4.9% | +12.5% | -7.6% | -2.6% |
| 3Y | +347.0% | +32.3% | +314.7% | +275.2% |
| 5Y | +563.0% | +4.9% | +558.2% | +497.7% |
| 10Y | +1,579.2% | +779.7% | +799.5% | +362.1% |
| All | +1,579.2% | +799.4% | +779.8% | +362.1% |
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