+1,579.2%
HWM vs PH
+778.3%
+800.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.8% | +1.8% |
| 7D | +1.6% | +3.0% | -1.5% | -0.5% |
| 30D | -3.9% | -0.6% | -3.3% | -3.0% |
| 3M | -23.2% | -10.7% | -12.5% | -16.1% |
| 6M | -20.0% | +9.1% | -29.0% | -25.2% |
| YTD | +5.7% | +9.5% | -3.8% | -1.8% |
| 1Y | +4.9% | +14.0% | -9.2% | -5.6% |
| 3Y | +347.0% | +138.9% | +208.1% | +121.2% |
| 5Y | +563.0% | +209.1% | +353.9% | +160.4% |
| 10Y | +1,579.2% | +737.3% | +841.9% | +189.2% |
| All | +1,579.2% | +778.3% | +800.9% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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