+588.3%
HWM vs PCOR
-17.9%
+606.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.8% | +20.7% | -22.5% | -4.7% |
| 30D | -2.7% | +35.7% | -38.4% | -7.3% |
| 3M | -22.7% | +31.1% | -53.8% | -26.3% |
| 6M | -18.9% | +43.1% | -62.1% | -24.1% |
| YTD | +7.1% | +4.8% | +2.2% | +5.1% |
| 1Y | +4.7% | -3.7% | +8.3% | +4.5% |
| 3Y | +345.6% | +46.5% | +299.0% | +302.1% |
| 5Y | +588.3% | -17.3% | +605.6% | +539.1% |
| All | +588.3% | -17.9% | +606.2% | +539.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling