+1,773.8%
HWM vs MTCH
+152.4%
+1,621.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.2% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -11.0% | +9.7% | -20.7% | -12.8% |
| 3M | +4.0% | +21.1% | -17.0% | -0.4% |
| 6M | -0.2% | +37.5% | -37.7% | -7.4% |
| YTD | +26.7% | +31.9% | -5.3% | +18.1% |
| 1Y | +44.7% | +14.6% | +30.2% | +38.8% |
| 3Y | +426.1% | -6.2% | +432.3% | +412.8% |
| 5Y | +738.5% | -70.6% | +809.1% | +919.9% |
| All | +1,773.8% | +152.4% | +1,621.4% | +1,368.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling