+1,573.3%
HWM vs PFGC
+303.3%
+1,270.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.9% | -8.8% | -10.0% |
| 7D | -9.2% | -2.4% | -6.7% | -8.2% |
| 30D | -17.9% | -15.8% | -2.1% | -12.1% |
| 3M | -6.0% | -0.6% | -5.5% | -6.2% |
| 6M | -7.4% | +10.7% | -18.0% | -11.5% |
| YTD | +13.1% | +7.6% | +5.5% | +8.9% |
| 1Y | +29.3% | -7.8% | +37.1% | +31.9% |
| 3Y | +389.9% | +63.7% | +326.2% | +296.3% |
| 5Y | +655.5% | +112.3% | +543.3% | +440.5% |
| All | +1,573.3% | +303.3% | +1,270.0% | +917.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling