+1,496.9%
HWM vs PSKY
-84.8%
+1,581.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | -99.5% |
| 7D | -1.9% | -24.6% | +22.7% | -103.6% |
| 30D | -2.7% | -36.1% | +33.4% | -101.1% |
| 3M | +1,614.6% | -85.0% | +1,699.7% | -260.9% |
| 6M | +1,614.6% | -85.0% | +1,699.7% | -260.9% |
| YTD | +1,614.6% | -85.0% | +1,699.7% | -260.9% |
| 1Y | +1,614.6% | -85.0% | +1,699.7% | -260.9% |
| 3Y | +1,614.6% | -85.0% | +1,699.7% | -260.9% |
| 5Y | +1,614.6% | -85.0% | +1,699.7% | -260.9% |
| All | +1,496.9% | -84.8% | +1,581.7% | -320.4% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling