+29.3%
HWM vs PSA
+6.5%
+22.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.1% | -10.6% | -10.7% |
| 7D | -9.2% | -0.4% | -8.7% | -9.0% |
| 30D | -17.9% | -8.2% | -9.7% | -15.5% |
| 3M | -6.0% | -2.1% | -3.9% | -6.2% |
| 6M | -7.4% | -0.2% | -7.1% | -9.2% |
| YTD | +13.1% | +18.5% | -5.4% | +7.4% |
| 1Y | +29.3% | +6.6% | +22.7% | +20.5% |
| All | +29.3% | +6.5% | +22.8% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling