+617.0%
HWM vs POET
-10.6%
+627.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -1.8% |
| 7D | -12.5% | +3.7% | -16.2% | -12.7% |
| 30D | -19.0% | -11.5% | -7.5% | -18.7% |
| 3M | -8.6% | -30.8% | +22.2% | -7.8% |
| 6M | -10.2% | +8.6% | -18.7% | -13.3% |
| YTD | +11.3% | +20.1% | -8.7% | +6.8% |
| 1Y | +24.3% | +35.7% | -11.5% | +17.7% |
| 3Y | +382.3% | +116.5% | +265.7% | +341.5% |
| All | +617.0% | -10.6% | +627.6% | +565.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling