+577.9%
HWM vs MSCI
+6.7%
+571.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.4% |
| 7D | +7.3% | +3.0% | +4.3% | +6.3% |
| 30D | +1.6% | +17.8% | -16.2% | -3.7% |
| 3M | -21.9% | +15.2% | -37.1% | -25.4% |
| 6M | -19.0% | +16.5% | -35.5% | -23.7% |
| YTD | +7.9% | +16.4% | -8.4% | +0.7% |
| 1Y | +9.9% | +16.8% | -6.9% | +2.4% |
| 3Y | +342.1% | +35.8% | +306.4% | +279.0% |
| All | +577.9% | +6.7% | +571.2% | +498.1% |
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 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