+1,513.6%
HWM vs PH
+801.0%
+712.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.8% |
| 7D | +11.1% | +7.4% | +3.8% | +5.3% |
| 30D | +3.0% | +0.5% | +2.5% | +3.1% |
| 3M | -20.7% | -10.2% | -10.5% | -13.7% |
| 6M | -17.2% | +8.9% | -26.1% | -22.5% |
| YTD | +9.1% | +9.7% | -0.6% | +1.3% |
| 1Y | +9.0% | +12.8% | -3.8% | -1.0% |
| 3Y | +353.8% | +134.6% | +219.3% | +128.5% |
| 5Y | +608.0% | +204.5% | +403.5% | +182.7% |
| 10Y | +1,510.3% | +697.5% | +812.8% | +199.7% |
| All | +1,513.6% | +801.0% | +712.6% | +178.0% |
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