+348.5%
HWM vs PL
+560.8%
-212.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +5.0% | +13.4% | -8.4% | +3.6% |
| 30D | +1.5% | -10.2% | +11.7% | +2.3% |
| 3M | -20.3% | -39.5% | +19.2% | -16.9% |
| 6M | -18.0% | -65.7% | +47.7% | -11.0% |
| YTD | +9.5% | -27.3% | +36.8% | +7.6% |
| 1Y | +7.5% | +15.0% | -7.5% | -0.4% |
| All | +348.5% | +560.8% | -212.3% | +205.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling