+389.9%
HWM vs PNR
-11.7%
+401.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.6% | -8.1% | -9.6% |
| 7D | -9.2% | -3.0% | -6.1% | -7.9% |
| 30D | -17.9% | -14.9% | -3.0% | -12.5% |
| 3M | -6.0% | -19.0% | +13.0% | +1.0% |
| 6M | -7.4% | -35.9% | +28.6% | +10.4% |
| YTD | +13.1% | -43.1% | +56.2% | +41.3% |
| 1Y | +29.3% | -46.4% | +75.7% | +66.3% |
| 3Y | +389.9% | -10.8% | +400.7% | +400.1% |
| All | +389.9% | -11.7% | +401.6% | +400.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling