+1,490.9%
HWM vs PR
+83.7%
+1,407.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | +11.1% | +6.7% | +4.4% | +10.1% |
| 30D | +3.0% | -6.1% | +9.1% | +3.8% |
| 3M | -20.7% | +6.9% | -27.6% | -21.8% |
| 6M | -17.2% | +14.6% | -31.8% | -19.5% |
| YTD | +9.1% | +66.1% | -57.1% | -0.5% |
| 1Y | +9.0% | +77.0% | -68.0% | -1.6% |
| 3Y | +353.8% | +93.8% | +260.0% | +299.7% |
| 5Y | +608.0% | +268.2% | +339.8% | +449.1% |
| All | +1,490.9% | +83.7% | +1,407.2% | +1,130.1% |
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