+588.3%
HWM vs PR
+227.5%
+360.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -1.8% | -9.5% | +7.7% | +0.2% |
| 30D | -2.7% | -5.7% | +3.0% | -1.8% |
| 3M | -22.7% | +3.0% | -25.7% | -23.7% |
| 6M | -18.9% | +11.8% | -30.8% | -21.8% |
| YTD | +7.1% | +58.5% | -51.4% | -6.2% |
| 1Y | +4.7% | +69.9% | -65.2% | -10.1% |
| 3Y | +345.6% | +84.9% | +260.7% | +266.8% |
| 5Y | +588.3% | +246.4% | +341.8% | +357.1% |
| All | +588.3% | +227.5% | +360.7% | +357.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling