+342.1%
HWM vs MTCH
+47.1%
+295.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +7.3% | +6.7% | +0.6% | +6.5% |
| 30D | +1.6% | -1.8% | +3.4% | +1.6% |
| 3M | -21.9% | +12.2% | -34.1% | -23.2% |
| 6M | -19.0% | +16.6% | -35.7% | -21.1% |
| YTD | +7.9% | +31.8% | -23.9% | +2.6% |
| 1Y | +9.9% | +30.8% | -20.9% | +4.6% |
| 3Y | +342.1% | +49.6% | +292.5% | +308.0% |
| All | +342.1% | +47.1% | +295.1% | +308.0% |
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