+1,573.3%
HWM vs PSKY
-76.3%
+1,649.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.6% | -10.1% | -10.6% |
| 7D | -9.2% | +2.4% | -11.5% | -9.7% |
| 30D | -17.9% | +17.5% | -35.4% | -21.0% |
| 3M | -6.0% | +4.4% | -10.5% | -7.4% |
| 6M | -7.4% | -9.0% | +1.7% | -6.5% |
| YTD | +13.1% | -18.6% | +31.7% | +16.2% |
| 1Y | +29.3% | -27.7% | +57.0% | +34.8% |
| 3Y | +389.9% | -16.9% | +406.8% | +348.7% |
| 5Y | +655.5% | -70.3% | +725.8% | +810.9% |
| All | +1,573.3% | -76.3% | +1,649.7% | +1,289.7% |
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