+44.7%
HWM vs PR
+76.5%
-31.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.8% |
| 7D | -2.1% | +2.9% | -5.0% | -1.4% |
| 30D | -11.0% | +18.0% | -29.0% | -7.8% |
| 3M | +4.0% | +16.9% | -12.8% | +8.0% |
| 6M | -0.2% | +28.2% | -28.4% | +1.8% |
| YTD | +26.7% | +69.3% | -42.7% | +26.2% |
| 1Y | +44.7% | +69.5% | -24.8% | +43.2% |
| All | +44.7% | +76.5% | -31.8% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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