+1,352.0%
HWM vs MSCI
+809.2%
+542.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -4.8% |
| 7D | -2.4% | +6.0% | -8.5% | -4.8% |
| 30D | -13.3% | +18.2% | -31.5% | -19.1% |
| 3M | -31.0% | +15.1% | -46.1% | -35.0% |
| 6M | -17.1% | +13.7% | -30.9% | -22.4% |
| YTD | -1.9% | +15.6% | -17.5% | -9.8% |
| 1Y | -2.4% | +16.3% | -18.7% | -10.6% |
| 3Y | +322.2% | +36.9% | +285.3% | +249.3% |
| 5Y | +509.8% | +6.3% | +503.5% | +446.9% |
| 10Y | +1,453.8% | +823.0% | +630.8% | +326.4% |
| All | +1,352.0% | +809.2% | +542.7% | +298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling