+590.7%
HWM vs PL
+45.6%
+545.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -1.8% | +5.6% | -7.4% | -2.4% |
| 30D | -2.7% | -16.9% | +14.2% | -1.0% |
| 3M | -22.7% | -38.2% | +15.5% | -19.1% |
| 6M | -18.9% | -63.4% | +44.5% | -11.5% |
| YTD | +7.1% | -27.6% | +34.7% | +5.6% |
| 1Y | +4.7% | +6.6% | -1.9% | -2.3% |
| 3Y | +345.6% | +557.6% | -212.0% | +201.1% |
| 5Y | +588.3% | +39.5% | +548.8% | +415.1% |
| All | +590.7% | +45.6% | +545.1% | +418.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling