+44.7%
HWM vs PTC
-33.3%
+78.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.6% | -0.7% |
| 7D | -2.1% | -10.3% | +8.2% | -2.6% |
| 30D | -11.0% | +1.1% | -12.1% | -11.0% |
| 3M | +4.0% | +1.6% | +2.4% | +4.6% |
| 6M | -0.2% | -13.5% | +13.2% | +1.4% |
| YTD | +26.7% | -19.1% | +45.7% | +31.5% |
| 1Y | +44.7% | -33.9% | +78.6% | +59.0% |
| All | +44.7% | -33.3% | +78.0% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling