+326.1%
HWM vs MTB
+95.2%
+230.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | +3.4% | -1.3% | +4.7% | +4.0% |
| 30D | -7.5% | +0.5% | -8.1% | -7.8% |
| 3M | -28.9% | -12.4% | -16.5% | -24.8% |
| 6M | -19.6% | +1.5% | -21.1% | -20.5% |
| YTD | +0.6% | +10.3% | -9.7% | -4.4% |
| 1Y | +0.3% | +22.2% | -21.9% | -9.1% |
| 3Y | +326.1% | +96.9% | +229.2% | +259.6% |
| All | +326.1% | +95.2% | +230.9% | +259.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling