+390.3%
HWM vs MTCH
-3.1%
+393.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -8.0% | -2.4% | -5.7% | -7.7% |
| 30D | -18.0% | +12.8% | -30.8% | -19.2% |
| 3M | -9.5% | +20.0% | -29.5% | -11.7% |
| 6M | -8.4% | +34.7% | -43.1% | -12.3% |
| YTD | +13.6% | +30.6% | -16.9% | +9.0% |
| 1Y | +30.2% | +10.9% | +19.3% | +28.2% |
| All | +390.3% | -3.1% | +393.4% | +382.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling