+44.7%
HWM vs MTUM
+26.3%
+18.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.4% |
| 7D | -2.1% | +1.7% | -3.8% | -3.0% |
| 30D | -11.0% | -1.7% | -9.3% | -10.4% |
| 3M | +4.0% | -6.3% | +10.4% | +6.1% |
| 6M | -0.2% | +21.8% | -22.1% | -18.8% |
| YTD | +26.7% | +22.0% | +4.6% | +1.9% |
| 1Y | +44.7% | +25.3% | +19.4% | +12.0% |
| All | +44.7% | +26.3% | +18.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling