+518.3%
HWM vs PCOR
-10.3%
+528.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +3.3% | +22.7% | -19.4% | +0.1% |
| 30D | -7.6% | +37.5% | -45.1% | -12.0% |
| 3M | -28.9% | +35.2% | -64.1% | -32.4% |
| 6M | -19.7% | +42.2% | -61.9% | -24.6% |
| YTD | +0.5% | +3.6% | -3.0% | -1.2% |
| 1Y | +0.3% | -4.8% | +5.0% | +0.1% |
| 3Y | +325.8% | +48.3% | +277.5% | +285.6% |
| 5Y | +524.7% | -20.1% | +544.8% | +472.6% |
| All | +518.3% | -10.3% | +528.7% | +468.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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