+441.1%
HWM vs PCOR
-14.4%
+455.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | 0.0% |
| 7D | -2.1% | -9.0% | +6.9% | -1.1% |
| 30D | -11.0% | +4.2% | -15.2% | -11.6% |
| 3M | +4.0% | +14.4% | -10.4% | +2.2% |
| 6M | -0.2% | +0.2% | -0.4% | -0.9% |
| YTD | +26.7% | -20.3% | +46.9% | +31.5% |
| 1Y | +44.7% | -16.1% | +60.9% | +47.8% |
| All | +441.1% | -14.4% | +455.5% | +456.4% |
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