+9.9%
HWM vs MSCI
+15.9%
-6.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | +7.3% | +2.7% | +4.6% | +7.4% |
| 30D | +1.6% | +17.4% | -15.8% | +2.2% |
| 3M | -21.9% | +14.8% | -36.7% | -21.5% |
| 6M | -19.0% | +16.1% | -35.2% | -18.6% |
| YTD | +7.9% | +16.0% | -8.1% | +6.2% |
| 1Y | +9.9% | +16.4% | -6.5% | +8.7% |
| All | +9.9% | +15.9% | -6.0% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling