+1,559.5%
HWM vs MTUM
+352.5%
+1,206.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | -0.4% |
| 7D | -11.4% | +0.7% | -12.2% | -12.1% |
| 30D | -18.5% | -2.4% | -16.0% | -16.9% |
| 3M | -13.2% | -3.6% | -9.5% | -12.1% |
| 6M | -8.7% | +23.7% | -32.3% | -27.7% |
| YTD | +12.2% | +22.9% | -10.7% | -10.9% |
| 1Y | +24.9% | +21.8% | +3.1% | +0.1% |
| 3Y | +383.9% | +114.4% | +269.5% | +127.4% |
| 5Y | +646.1% | +79.6% | +566.6% | +311.8% |
| All | +1,559.5% | +352.5% | +1,206.9% | +221.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling