+1,773.8%
HWM vs PSA
+109.7%
+1,664.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -2.1% | -3.7% | +1.6% | -0.5% |
| 30D | -11.0% | -7.7% | -3.3% | -8.0% |
| 3M | +4.0% | -0.6% | +4.6% | +3.8% |
| 6M | -0.2% | -0.9% | +0.7% | -0.4% |
| YTD | +26.7% | +18.7% | +8.0% | +17.3% |
| 1Y | +44.7% | +7.6% | +37.1% | +39.1% |
| 3Y | +426.1% | +23.7% | +402.4% | +360.9% |
| 5Y | +738.5% | +13.7% | +724.8% | +647.2% |
| All | +1,773.8% | +109.7% | +1,664.1% | +1,135.6% |
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