+1,547.2%
HWM vs MTCH
+152.1%
+1,395.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.2% |
| 7D | -12.5% | -1.4% | -11.1% | -12.2% |
| 30D | -19.0% | +13.6% | -32.6% | -21.1% |
| 3M | -8.6% | +22.4% | -31.0% | -12.7% |
| 6M | -10.2% | +37.2% | -47.3% | -16.6% |
| YTD | +11.3% | +31.8% | -20.5% | +3.8% |
| 1Y | +24.3% | +12.9% | +11.4% | +19.7% |
| 3Y | +382.3% | -1.1% | +383.4% | +364.6% |
| 5Y | +640.6% | -73.5% | +714.1% | +823.9% |
| All | +1,547.2% | +152.1% | +1,395.0% | +1,191.2% |
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