-18.0%
HWM vs PINS
-8.2%
-9.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.2% |
| 7D | +5.0% | -9.4% | +14.3% | +5.1% |
| 30D | +1.5% | -10.2% | +11.7% | +1.3% |
| 3M | -20.3% | -19.0% | -1.3% | -20.6% |
| 6M | -18.0% | -7.4% | -10.7% | -17.2% |
| All | -18.0% | -8.2% | -9.8% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling