+1,474.6%
HWM vs PH
+698.6%
+776.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | +7.3% | +4.1% | +3.2% | +4.1% |
| 30D | +1.6% | -0.1% | +1.6% | +2.1% |
| 3M | -21.9% | -9.6% | -12.3% | -15.4% |
| 6M | -19.0% | +8.5% | -27.6% | -24.0% |
| YTD | +7.9% | +9.4% | -1.5% | +0.4% |
| 1Y | +9.9% | +14.2% | -4.3% | -1.1% |
| 3Y | +342.1% | +134.0% | +208.1% | +122.6% |
| 5Y | +600.8% | +203.8% | +397.0% | +179.6% |
| All | +1,474.6% | +698.6% | +776.0% | +188.8% |
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