+1,516.2%
HWM vs MSCI
+789.3%
+726.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.7% |
| 7D | -1.8% | +2.7% | -4.4% | -2.9% |
| 30D | -2.7% | +16.2% | -18.9% | -8.7% |
| 3M | -22.7% | +17.1% | -39.8% | -27.7% |
| 6M | -18.9% | +13.0% | -32.0% | -23.9% |
| YTD | +7.1% | +15.8% | -8.7% | -1.7% |
| 1Y | +4.7% | +15.5% | -10.8% | -3.8% |
| 3Y | +345.6% | +32.3% | +313.3% | +274.3% |
| 5Y | +588.3% | +8.2% | +580.1% | +511.9% |
| 10Y | +1,516.2% | +800.7% | +715.5% | +333.1% |
| All | +1,516.2% | +789.3% | +726.9% | +333.1% |
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