+1,497.0%
HWM vs PSLV
+125.8%
+1,371.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | +7.3% | -6.3% | +13.6% | +8.5% |
| 30D | +1.6% | -12.7% | +14.3% | +4.0% |
| 3M | -21.9% | -24.7% | +2.9% | -18.1% |
| 6M | -19.0% | -44.6% | +25.5% | -10.8% |
| YTD | +7.9% | -33.3% | +41.2% | +10.9% |
| 1Y | +9.9% | -8.6% | +18.5% | +5.0% |
| 3Y | +342.1% | +108.2% | +234.0% | +239.5% |
| 5Y | +600.8% | +79.1% | +521.7% | +449.6% |
| 10Y | +1,493.8% | +137.7% | +1,356.2% | +888.0% |
| All | +1,497.0% | +125.8% | +1,371.3% | +875.3% |
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