+1,484.3%
HWM vs PR
+62.9%
+1,421.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.9% | -1.1% | -5.2% |
| 7D | -2.4% | -16.5% | +14.1% | +0.1% |
| 30D | -13.3% | -4.5% | -8.7% | -12.8% |
| 3M | -31.0% | +8.5% | -39.6% | -32.1% |
| 6M | -17.1% | -3.3% | -13.8% | -17.5% |
| YTD | -1.9% | +55.7% | -57.6% | -9.6% |
| 1Y | -2.4% | +82.0% | -84.5% | -12.4% |
| 3Y | +322.2% | +62.5% | +259.7% | +281.5% |
| 5Y | +509.8% | +223.9% | +285.9% | +381.7% |
| All | +1,484.3% | +62.9% | +1,421.3% | +1,146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling