+1,490.9%
HWM vs MTB
+113.8%
+1,377.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +11.1% | 0.0% | +11.1% | +11.1% |
| 30D | +3.0% | +0.8% | +2.1% | +2.4% |
| 3M | -20.7% | -12.8% | -8.0% | -13.8% |
| 6M | -17.2% | +6.7% | -23.9% | -21.0% |
| YTD | +9.1% | +11.3% | -2.3% | +0.7% |
| 1Y | +9.0% | +20.2% | -11.1% | -4.3% |
| 3Y | +353.8% | +103.8% | +250.1% | +172.8% |
| 5Y | +608.0% | +60.9% | +547.2% | +366.4% |
| All | +1,490.9% | +113.8% | +1,377.1% | +746.1% |
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