+1,443.5%
HWM vs PR
+76.1%
+1,367.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.3% | -3.3% |
| 7D | +9.4% | -12.1% | +21.5% | +11.4% |
| 30D | -7.0% | +0.9% | -7.9% | -7.3% |
| 3M | -25.9% | +10.1% | -36.0% | -27.2% |
| 6M | -10.8% | +1.1% | -11.9% | -11.8% |
| YTD | +4.3% | +63.7% | -59.3% | -4.6% |
| 1Y | +4.4% | +87.0% | -82.6% | -6.6% |
| 3Y | +348.8% | +70.7% | +278.0% | +302.5% |
| 5Y | +598.5% | +246.8% | +351.7% | +446.3% |
| 10Y | +1,551.7% | +72.6% | +1,479.1% | +1,178.5% |
| All | +1,443.5% | +76.1% | +1,367.4% | +1,094.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling