+1,516.8%
HWM vs MSI
+683.5%
+833.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.4% |
| 7D | +5.0% | +7.7% | -2.7% | +0.3% |
| 30D | +1.5% | +19.9% | -18.4% | -9.1% |
| 3M | -20.3% | +14.9% | -35.3% | -26.9% |
| 6M | -18.0% | +37.2% | -55.3% | -33.0% |
| YTD | +9.5% | +40.8% | -31.3% | -12.7% |
| 1Y | +7.5% | +38.1% | -30.7% | -13.5% |
| 3Y | +355.7% | +77.7% | +278.0% | +204.4% |
| 5Y | +610.2% | +129.0% | +481.2% | +291.0% |
| 10Y | +1,516.8% | +671.3% | +845.5% | +366.6% |
| All | +1,516.8% | +683.5% | +833.3% | +366.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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