+24.3%
HWM vs PNR
-47.3%
+71.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.7% |
| 7D | -12.5% | -5.5% | -7.0% | -11.3% |
| 30D | -19.0% | -15.6% | -3.4% | -15.9% |
| 3M | -8.6% | -20.2% | +11.6% | -4.9% |
| 6M | -10.2% | -36.6% | +26.5% | -0.3% |
| YTD | +11.3% | -45.0% | +56.3% | +26.3% |
| 1Y | +24.3% | -47.4% | +71.7% | +45.1% |
| All | +24.3% | -47.3% | +71.6% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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