+1,581.2%
HWM vs PSA
+104.6%
+1,476.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.4% |
| 7D | -8.0% | -2.2% | -5.8% | -7.2% |
| 30D | -18.0% | -9.6% | -8.5% | -14.6% |
| 3M | -9.5% | -7.9% | -1.6% | -6.8% |
| 6M | -8.4% | -2.0% | -6.4% | -8.1% |
| YTD | +13.6% | +15.7% | -2.1% | +6.3% |
| 1Y | +30.2% | +5.8% | +24.5% | +26.1% |
| 3Y | +392.2% | +21.6% | +370.7% | +334.0% |
| 5Y | +645.2% | +13.1% | +632.1% | +564.1% |
| All | +1,581.2% | +104.6% | +1,476.6% | +1,019.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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