+1,773.8%
HWM vs MTB
+158.7%
+1,615.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -2.1% | +1.7% | -3.8% | -3.1% |
| 30D | -11.0% | -4.2% | -6.8% | -8.5% |
| 3M | +4.0% | +8.9% | -4.8% | -1.6% |
| 6M | -0.2% | +10.9% | -11.1% | -6.9% |
| YTD | +26.7% | +21.5% | +5.2% | +11.0% |
| 1Y | +44.7% | +21.9% | +22.8% | +25.9% |
| 3Y | +426.1% | +109.2% | +316.8% | +211.0% |
| 5Y | +738.5% | +102.0% | +636.5% | +368.1% |
| All | +1,773.8% | +158.7% | +1,615.1% | +795.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling