+1,773.8%
HWM vs PNR
+89.4%
+1,684.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -2.1% | -2.4% | +0.3% | -0.5% |
| 30D | -11.0% | -12.8% | +1.8% | -3.0% |
| 3M | +4.0% | -17.0% | +21.0% | +14.6% |
| 6M | -0.2% | -37.4% | +37.2% | +31.9% |
| YTD | +26.7% | -41.6% | +68.3% | +73.5% |
| 1Y | +44.7% | -44.6% | +89.3% | +105.1% |
| 3Y | +426.1% | -12.1% | +438.2% | +418.0% |
| 5Y | +738.5% | -17.4% | +755.9% | +743.6% |
| All | +1,773.8% | +89.4% | +1,684.5% | +785.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling