+1,573.3%
HWM vs PSLV
+208.2%
+1,365.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.7% | -10.0% | -10.6% |
| 7D | -9.2% | +2.7% | -11.8% | -9.6% |
| 30D | -17.9% | +3.5% | -21.3% | -18.5% |
| 3M | -6.0% | +0.3% | -6.3% | -6.5% |
| 6M | -7.4% | -21.0% | +13.7% | -4.2% |
| YTD | +13.1% | -8.9% | +22.0% | +10.2% |
| 1Y | +29.3% | +54.0% | -24.7% | +11.2% |
| 3Y | +389.9% | +175.4% | +214.5% | +259.2% |
| 5Y | +655.5% | +157.7% | +497.9% | +453.4% |
| All | +1,573.3% | +208.2% | +1,365.2% | +869.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling