+325.8%
HWM vs PH
+135.3%
+190.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.4% | +0.5% |
| 7D | +3.3% | +2.0% | +1.3% | +2.2% |
| 30D | -7.6% | -3.7% | -3.9% | -4.9% |
| 3M | -28.9% | -14.0% | -14.9% | -21.3% |
| 6M | -19.7% | +2.1% | -21.8% | -20.9% |
| YTD | +0.5% | +5.1% | -4.5% | -2.9% |
| 1Y | +0.3% | +10.9% | -10.7% | -6.6% |
| 3Y | +325.8% | +132.9% | +192.9% | +167.2% |
| All | +325.8% | +135.3% | +190.5% | +167.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling