+1,516.8%
HWM vs PTC
+317.3%
+1,199.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +5.0% | +0.5% | +4.5% | +4.8% |
| 30D | +1.5% | +0.9% | +0.6% | +1.2% |
| 3M | -20.3% | +30.4% | -50.7% | -30.0% |
| 6M | -18.0% | +34.4% | -52.4% | -30.1% |
| YTD | +9.5% | +12.6% | -3.1% | +0.1% |
| 1Y | +7.5% | +10.2% | -2.7% | -0.9% |
| 3Y | +355.7% | +29.4% | +326.3% | +277.0% |
| 5Y | +610.2% | +63.7% | +546.5% | +410.6% |
| 10Y | +1,516.8% | +316.9% | +1,199.9% | +564.4% |
| All | +1,516.8% | +317.3% | +1,199.4% | +564.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling