+1,573.3%
HWM vs MTB
+157.2%
+1,416.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.6% | -10.1% | -10.3% |
| 7D | -9.2% | +2.8% | -11.9% | -10.7% |
| 30D | -17.9% | -4.2% | -13.7% | -15.6% |
| 3M | -6.0% | +7.8% | -13.8% | -10.6% |
| 6M | -7.4% | +14.8% | -22.2% | -15.4% |
| YTD | +13.1% | +20.8% | -7.7% | -0.5% |
| 1Y | +29.3% | +23.1% | +6.2% | +11.8% |
| 3Y | +389.9% | +114.8% | +275.1% | +184.7% |
| 5Y | +655.5% | +103.3% | +552.3% | +319.5% |
| All | +1,573.3% | +157.2% | +1,416.1% | +702.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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