+29.6%
HWM vs PSKY
-26.6%
+56.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.6% | -10.1% | -10.7% |
| 7D | -9.2% | +2.4% | -11.5% | -9.2% |
| 30D | -17.9% | +17.5% | -35.4% | -18.2% |
| 3M | -6.0% | +4.4% | -10.5% | -6.2% |
| 6M | -7.4% | -9.0% | +1.7% | -7.3% |
| YTD | +13.1% | -18.6% | +31.7% | +14.5% |
| All | +29.6% | -26.6% | +56.2% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling