+610.2%
HWM vs MSCI
+8.1%
+602.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.0% |
| 7D | +5.0% | -1.9% | +6.9% | +5.6% |
| 30D | +1.5% | +16.5% | -14.9% | -3.4% |
| 3M | -20.3% | +18.2% | -38.5% | -24.5% |
| 6M | -18.0% | +14.0% | -32.0% | -22.2% |
| YTD | +9.5% | +16.6% | -7.1% | +2.1% |
| 1Y | +7.5% | +14.8% | -7.4% | +0.8% |
| 3Y | +355.7% | +33.3% | +322.4% | +293.6% |
| 5Y | +610.2% | +9.1% | +601.1% | +523.0% |
| All | +610.2% | +8.1% | +602.1% | +523.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling