+548.5%
HWM vs PL
+28.1%
+520.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.4% | -7.9% | +1.3% |
| 7D | +3.3% | -6.8% | +10.1% | +4.0% |
| 30D | -7.6% | -29.3% | +21.7% | -4.3% |
| 3M | -28.9% | -44.8% | +15.8% | -24.7% |
| 6M | -19.7% | -68.4% | +48.7% | -11.1% |
| YTD | +0.5% | -36.4% | +36.9% | +0.5% |
| 1Y | +0.3% | +0.7% | -0.5% | -5.9% |
| 3Y | +325.8% | +455.3% | -129.5% | +193.4% |
| 5Y | +524.7% | +22.7% | +502.1% | +376.8% |
| All | +548.5% | +28.1% | +520.4% | +393.4% |
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