+24.9%
HWM vs POET
+40.7%
-15.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.6% |
| 7D | -11.4% | +0.4% | -11.8% | -11.5% |
| 30D | -18.5% | -10.4% | -8.1% | -18.2% |
| 3M | -13.2% | -29.3% | +16.2% | -12.7% |
| 6M | -8.7% | +6.9% | -15.5% | -12.8% |
| YTD | +12.2% | +25.6% | -13.4% | +5.4% |
| 1Y | +24.9% | +49.2% | -24.3% | +18.0% |
| All | +24.9% | +40.7% | -15.8% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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