+503.6%
HWM vs PCOR
-10.0%
+513.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -2.4% | +23.7% | -26.1% | -5.6% |
| 30D | -13.3% | +39.0% | -52.3% | -17.5% |
| 3M | -31.0% | +35.8% | -66.8% | -34.4% |
| 6M | -17.1% | +38.2% | -55.4% | -21.8% |
| YTD | -1.9% | +3.9% | -5.8% | -3.6% |
| 1Y | -2.4% | +5.7% | -8.1% | -4.7% |
| 3Y | +322.2% | +44.8% | +277.4% | +283.7% |
| 5Y | +509.8% | -19.8% | +529.6% | +458.6% |
| All | +503.6% | -10.0% | +513.6% | +454.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling