+1,463.9%
HWM vs PSA
+137.2%
+1,326.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.0% |
| 7D | +1.6% | +1.5% | +0.1% | +0.9% |
| 30D | -3.9% | +16.7% | -20.6% | -10.0% |
| 3M | -23.2% | +4.0% | -27.3% | -24.7% |
| 6M | -20.0% | +10.9% | -30.8% | -23.9% |
| YTD | +5.7% | +34.2% | -28.5% | -7.2% |
| 1Y | +4.9% | +26.6% | -21.8% | -5.8% |
| 3Y | +347.0% | +54.7% | +292.3% | +254.4% |
| 5Y | +563.0% | +30.0% | +533.0% | +459.3% |
| 10Y | +1,579.2% | +132.7% | +1,446.5% | +921.1% |
| All | +1,463.9% | +137.2% | +1,326.7% | +877.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling