+1,773.8%
HWM vs PBR
+511.1%
+1,262.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -2.1% | +8.6% | -10.7% | -4.8% |
| 30D | -11.0% | +12.8% | -23.8% | -14.6% |
| 3M | +4.0% | +14.7% | -10.6% | -1.2% |
| 6M | -0.2% | +25.2% | -25.4% | -9.2% |
| YTD | +26.7% | +77.1% | -50.5% | +1.9% |
| 1Y | +44.7% | +69.6% | -24.8% | +17.8% |
| 3Y | +426.1% | +95.6% | +330.5% | +295.0% |
| 5Y | +738.5% | +501.8% | +236.8% | +279.7% |
| All | +1,773.8% | +511.1% | +1,262.7% | +593.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling