+380.3%
HWM vs PGR
+73.8%
+306.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -12.5% | -3.4% | -9.1% | -12.1% |
| 30D | -19.0% | +1.8% | -20.8% | -19.2% |
| 3M | -8.6% | +5.9% | -14.5% | -9.8% |
| 6M | -10.2% | +4.6% | -14.7% | -11.2% |
| YTD | +11.3% | +1.1% | +10.3% | +10.8% |
| 1Y | +24.3% | -6.6% | +30.8% | +26.5% |
| All | +380.3% | +73.8% | +306.5% | +394.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling