+1,581.2%
HWM vs MTUM
+355.8%
+1,225.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.3% |
| 7D | -8.0% | +4.1% | -12.2% | -11.4% |
| 30D | -18.0% | +0.6% | -18.6% | -18.8% |
| 3M | -9.5% | -0.6% | -8.9% | -10.8% |
| 6M | -8.4% | +25.3% | -33.7% | -28.3% |
| YTD | +13.6% | +23.8% | -10.2% | -10.3% |
| 1Y | +30.2% | +25.4% | +4.9% | +1.5% |
| 3Y | +392.2% | +117.3% | +275.0% | +128.5% |
| 5Y | +645.2% | +79.7% | +565.5% | +311.2% |
| All | +1,581.2% | +355.8% | +1,225.4% | +223.6% |
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