+1,523.0%
HWM vs PTC
+334.9%
+1,188.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | -7.6% | +0.8% | -8.4% | -7.9% |
| 3M | -28.9% | +32.1% | -61.0% | -37.9% |
| 6M | -19.7% | +42.6% | -62.3% | -33.3% |
| YTD | +0.5% | +12.0% | -11.4% | -8.0% |
| 1Y | +0.3% | +12.2% | -11.9% | -8.3% |
| 3Y | +325.8% | +31.2% | +294.6% | +249.7% |
| 5Y | +524.7% | +54.9% | +469.9% | +361.1% |
| All | +1,523.0% | +334.9% | +1,188.0% | +567.8% |
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