+1,497.0%
HWM vs MTUM
+301.6%
+1,195.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.7% |
| 7D | +7.3% | +6.6% | +0.7% | +1.4% |
| 30D | +1.6% | -10.8% | +12.4% | +11.7% |
| 3M | -21.9% | -13.8% | -8.1% | -11.9% |
| 6M | -19.0% | -10.7% | -8.4% | -13.8% |
| YTD | +7.9% | +9.1% | -1.1% | -5.4% |
| 1Y | +9.9% | +11.4% | -1.4% | -5.7% |
| 3Y | +342.1% | +88.8% | +253.3% | +130.9% |
| 5Y | +600.8% | +51.7% | +549.1% | +347.7% |
| 10Y | +1,493.8% | +307.9% | +1,185.9% | +240.7% |
| All | +1,497.0% | +301.6% | +1,195.5% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling