+1,474.5%
HWM vs PSKY
-85.2%
+1,559.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.3% |
| 7D | -1.9% | -24.6% | +22.7% | +1.7% |
| 30D | -2.7% | -36.1% | +33.4% | +3.4% |
| 3M | +7.9% | -54.8% | +62.7% | +14.6% |
| 6M | +7.9% | -54.8% | +62.7% | +14.6% |
| YTD | +7.9% | -54.8% | +62.7% | +14.6% |
| 1Y | +15.5% | -58.4% | +73.9% | +24.9% |
| 3Y | +399.5% | -40.7% | +440.2% | +343.5% |
| 5Y | +615.5% | -80.0% | +695.5% | +748.5% |
| All | +1,474.5% | -85.2% | +1,559.7% | +1,263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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