+1,773.8%
HWM vs MSI
+641.8%
+1,132.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -2.1% | -3.7% | +1.6% | +0.1% |
| 30D | -11.0% | +6.8% | -17.8% | -14.8% |
| 3M | +4.0% | +14.3% | -10.3% | -4.7% |
| 6M | -0.2% | -1.6% | +1.3% | -0.7% |
| YTD | +26.7% | +22.8% | +3.9% | +9.9% |
| 1Y | +44.7% | -1.1% | +45.8% | +42.7% |
| 3Y | +426.1% | +70.5% | +355.6% | +258.5% |
| 5Y | +738.5% | +102.8% | +635.7% | +396.4% |
| All | +1,773.8% | +641.8% | +1,132.0% | +475.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling