-2.4%
HWM vs PL
-11.4%
+9.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -10.1% | +4.2% | -5.2% |
| 7D | -2.4% | -20.5% | +18.1% | -1.0% |
| 30D | -13.3% | -38.8% | +25.5% | -10.8% |
| 3M | -31.0% | -49.1% | +18.1% | -28.5% |
| 6M | -17.1% | -69.4% | +52.2% | -12.7% |
| YTD | -1.9% | -42.3% | +40.5% | -4.4% |
| 1Y | -2.4% | -14.2% | +11.8% | -9.3% |
| All | -2.4% | -11.4% | +9.0% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling