+1,523.0%
HWM vs PR
+66.0%
+1,456.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.2% |
| 7D | +3.3% | -16.4% | +19.7% | +6.0% |
| 30D | -7.6% | -1.9% | -5.7% | -7.5% |
| 3M | -28.9% | +8.0% | -36.9% | -30.0% |
| 6M | -19.7% | +4.1% | -23.8% | -20.8% |
| YTD | +0.5% | +58.7% | -58.2% | -7.6% |
| 1Y | +0.3% | +75.8% | -75.6% | -9.4% |
| 3Y | +325.8% | +73.2% | +252.7% | +281.3% |
| 5Y | +524.7% | +230.1% | +294.6% | +392.2% |
| All | +1,523.0% | +66.0% | +1,456.9% | +1,173.6% |
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