+5.5%
HWM vs PSKY
-53.5%
+59.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +0.2% |
| 7D | -1.9% | -24.6% | +22.7% | -3.6% |
| 30D | -2.7% | -36.1% | +33.4% | -5.8% |
| 3M | -18.3% | -37.1% | +18.8% | -19.4% |
| 6M | -10.7% | -40.5% | +29.9% | -11.7% |
| YTD | +7.9% | -47.7% | +55.6% | +8.5% |
| All | +5.5% | -53.5% | +59.0% | +7.2% |
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