+570.8%
HWM vs PCOR
-8.1%
+578.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +11.1% | +2.2% | +9.0% | +10.8% |
| 30D | +3.0% | +37.4% | -34.5% | -1.9% |
| 3M | -20.7% | +33.2% | -53.9% | -24.4% |
| 6M | -17.2% | +60.6% | -77.8% | -23.7% |
| YTD | +9.1% | +6.2% | +2.9% | +6.8% |
| 1Y | +9.0% | -1.1% | +10.1% | +8.3% |
| 3Y | +353.8% | +48.4% | +305.4% | +311.5% |
| 5Y | +608.0% | -13.1% | +621.2% | +544.1% |
| All | +570.8% | -8.1% | +578.8% | +514.3% |
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