+1,773.8%
HWM vs PH
+805.3%
+968.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | -2.1% | -3.1% | +1.0% | +0.2% |
| 30D | -11.0% | -3.2% | -7.7% | -9.2% |
| 3M | +4.0% | +10.6% | -6.5% | -4.1% |
| 6M | -0.2% | -2.1% | +1.9% | +0.6% |
| YTD | +26.7% | +10.2% | +16.5% | +16.6% |
| 1Y | +44.7% | +28.2% | +16.5% | +18.2% |
| 3Y | +426.1% | +134.9% | +291.2% | +162.2% |
| 5Y | +738.5% | +253.6% | +484.9% | +194.4% |
| All | +1,773.8% | +805.3% | +968.5% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling