+645.2%
HWM vs PNR
-20.5%
+665.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +1.3% |
| 7D | -8.0% | -3.9% | -4.2% | -6.3% |
| 30D | -18.0% | -13.8% | -4.2% | -12.3% |
| 3M | -9.5% | -22.5% | +13.0% | +0.3% |
| 6M | -8.4% | -37.2% | +28.8% | +12.0% |
| YTD | +13.6% | -44.2% | +57.8% | +46.1% |
| 1Y | +30.2% | -46.6% | +76.9% | +71.1% |
| 3Y | +392.2% | -12.5% | +404.7% | +392.9% |
| 5Y | +645.2% | -19.3% | +664.5% | +635.6% |
| All | +645.2% | -20.5% | +665.7% | +635.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling