+9.0%
HWM vs PCOR
-2.2%
+11.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +11.1% | +2.2% | +9.0% | +11.4% |
| 30D | +3.0% | +37.4% | -34.5% | +6.7% |
| 3M | -20.7% | +33.2% | -53.9% | -17.9% |
| 6M | -17.2% | +60.6% | -77.8% | -11.9% |
| YTD | +9.1% | +6.2% | +2.9% | +16.2% |
| 1Y | +9.0% | -1.1% | +10.1% | +17.8% |
| All | +9.0% | -2.2% | +11.3% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling