+629.5%
HWM vs PL
+81.7%
+547.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.7% | -9.0% | -10.5% |
| 7D | -9.2% | -7.5% | -1.6% | -8.5% |
| 30D | -17.9% | -25.6% | +7.7% | -15.4% |
| 3M | -6.0% | -45.6% | +39.6% | -0.5% |
| 6M | -7.4% | -29.5% | +22.2% | -7.1% |
| YTD | +13.1% | -9.7% | +22.8% | +9.3% |
| 1Y | +29.3% | +84.4% | -55.1% | +13.2% |
| 3Y | +389.9% | +550.0% | -160.1% | +233.4% |
| 5Y | +655.5% | +79.0% | +576.5% | +457.1% |
| All | +629.5% | +81.7% | +547.8% | +436.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling