+24.9%
HWM vs PGR
-6.1%
+31.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.8% |
| 7D | -11.4% | -0.6% | -10.8% | -11.5% |
| 30D | -18.5% | +4.9% | -23.4% | -17.8% |
| 3M | -13.2% | +7.6% | -20.8% | -11.9% |
| 6M | -8.7% | +8.3% | -16.9% | -7.0% |
| YTD | +12.2% | +1.7% | +10.4% | +14.2% |
| 1Y | +24.9% | -6.8% | +31.8% | +27.7% |
| All | +24.9% | -6.1% | +31.0% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling