+4.4%
HWM vs PINS
-35.1%
+39.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.2% | -8.5% | -4.2% |
| 7D | +9.4% | +1.4% | +8.0% | +9.4% |
| 30D | -7.0% | +5.8% | -12.8% | -6.9% |
| 3M | -25.9% | -17.0% | -8.8% | -26.4% |
| 6M | -10.8% | +1.8% | -12.6% | -10.5% |
| YTD | +4.3% | -18.0% | +22.4% | +5.2% |
| 1Y | +4.4% | -35.5% | +39.9% | +4.9% |
| All | +4.4% | -35.1% | +39.4% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 1y: compounded portfolio wealth divided by compounded PINS 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…
1y analysis · Full analysis span regression · 6 months rolling