+1,547.2%
HWM vs PBR
+549.3%
+997.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.7% |
| 7D | -12.5% | +4.2% | -16.7% | -13.8% |
| 30D | -19.0% | +22.7% | -41.7% | -24.5% |
| 3M | -8.6% | +21.5% | -30.1% | -14.9% |
| 6M | -10.2% | +24.0% | -34.2% | -18.0% |
| YTD | +11.3% | +88.2% | -76.9% | -12.3% |
| 1Y | +24.3% | +74.8% | -50.6% | 0.0% |
| 3Y | +382.3% | +105.1% | +277.1% | +256.3% |
| 5Y | +640.6% | +572.2% | +68.4% | +222.3% |
| All | +1,547.2% | +549.3% | +997.8% | +497.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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