+345.6%
HWM vs PCOR
+52.3%
+293.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.8% | +20.7% | -22.5% | -4.1% |
| 30D | -2.7% | +35.7% | -38.4% | -6.6% |
| 3M | -22.7% | +31.1% | -53.8% | -25.6% |
| 6M | -18.9% | +43.1% | -62.1% | -23.1% |
| YTD | +7.1% | +4.8% | +2.2% | +8.2% |
| 1Y | +4.7% | -3.7% | +8.3% | +8.3% |
| 3Y | +345.6% | +46.5% | +299.0% | +326.5% |
| All | +345.6% | +52.3% | +293.2% | +326.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling