+380.3%
HWM vs MTUM
+112.0%
+268.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -0.5% |
| 7D | -12.5% | +1.2% | -13.8% | -13.5% |
| 30D | -19.0% | -1.7% | -17.3% | -18.2% |
| 3M | -8.6% | -0.5% | -8.1% | -10.4% |
| 6M | -10.2% | +22.3% | -32.5% | -28.7% |
| YTD | +11.3% | +21.4% | -10.0% | -11.3% |
| 1Y | +24.3% | +20.0% | +4.2% | +0.1% |
| All | +380.3% | +112.0% | +268.3% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling