+1,474.6%
HWM vs MTCH
+142.9%
+1,331.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +7.3% | +6.7% | +0.6% | +5.9% |
| 30D | +1.6% | -1.8% | +3.4% | +1.7% |
| 3M | -21.9% | +12.2% | -34.1% | -24.0% |
| 6M | -19.0% | +16.6% | -35.7% | -22.2% |
| YTD | +7.9% | +31.8% | -23.9% | +0.3% |
| 1Y | +9.9% | +30.8% | -20.9% | +2.2% |
| 3Y | +342.1% | +49.6% | +292.5% | +288.8% |
| 5Y | +600.8% | -70.3% | +671.1% | +750.8% |
| All | +1,474.6% | +142.9% | +1,331.7% | +1,194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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