+342.1%
HWM vs PSLV
+110.4%
+231.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | +7.3% | -6.3% | +13.6% | +8.0% |
| 30D | +1.6% | -12.7% | +14.3% | +3.1% |
| 3M | -21.9% | -24.7% | +2.9% | -19.6% |
| 6M | -19.0% | -44.6% | +25.5% | -14.4% |
| YTD | +7.9% | -33.3% | +41.2% | +10.0% |
| 1Y | +9.9% | -8.6% | +18.5% | +8.3% |
| 3Y | +342.1% | +108.2% | +234.0% | +299.4% |
| All | +342.1% | +110.4% | +231.7% | +299.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling