+608.0%
HWM vs MSI
+126.2%
+481.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | +11.1% | +2.6% | +8.5% | +9.9% |
| 30D | +3.0% | +18.1% | -15.2% | -4.9% |
| 3M | -20.7% | +13.2% | -33.9% | -25.4% |
| 6M | -17.2% | +36.3% | -53.5% | -29.3% |
| YTD | +9.1% | +39.5% | -30.4% | -8.6% |
| 1Y | +9.0% | +36.9% | -27.9% | -7.8% |
| 3Y | +353.8% | +76.1% | +277.7% | +225.4% |
| 5Y | +608.0% | +123.7% | +484.3% | +310.8% |
| All | +608.0% | +126.2% | +481.8% | +310.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling