+1,773.8%
HWM vs PSKY
-76.2%
+1,850.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.1% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -11.0% | +24.0% | -35.0% | -15.5% |
| 3M | +4.0% | +2.2% | +1.9% | +3.0% |
| 6M | -0.2% | -9.0% | +8.8% | +0.7% |
| YTD | +26.7% | -18.1% | +44.8% | +29.9% |
| 1Y | +44.7% | -25.1% | +69.8% | +49.4% |
| 3Y | +426.1% | -16.3% | +442.4% | +380.6% |
| 5Y | +738.5% | -70.4% | +808.9% | +912.9% |
| All | +1,773.8% | -76.2% | +1,850.0% | +1,453.9% |
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 · 6 months rolling