+342.1%
HWM vs PSA
+54.3%
+287.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +7.3% | -1.4% | +8.7% | +7.6% |
| 30D | +1.6% | +15.2% | -13.6% | -1.7% |
| 3M | -21.9% | +2.2% | -24.1% | -22.3% |
| 6M | -19.0% | +11.7% | -30.7% | -21.5% |
| YTD | +7.9% | +32.0% | -24.1% | +1.3% |
| 1Y | +9.9% | +26.3% | -16.3% | +4.0% |
| 3Y | +342.1% | +52.4% | +289.8% | +287.7% |
| All | +342.1% | +54.3% | +287.8% | +287.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling