+1,573.3%
HWM vs PH
+799.0%
+774.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.7% | -10.0% | -10.2% |
| 7D | -9.2% | +0.4% | -9.6% | -9.4% |
| 30D | -17.9% | -10.8% | -7.1% | -10.6% |
| 3M | -6.0% | +8.5% | -14.5% | -12.1% |
| 6M | -7.4% | +3.9% | -11.3% | -10.6% |
| YTD | +13.1% | +9.4% | +3.7% | +4.8% |
| 1Y | +29.3% | +26.8% | +2.5% | +6.5% |
| 3Y | +389.9% | +140.8% | +249.1% | +139.5% |
| 5Y | +655.5% | +253.8% | +401.7% | +165.2% |
| All | +1,573.3% | +799.0% | +774.3% | +187.5% |
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