+345.6%
HWM vs PTC
+31.6%
+313.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -1.8% | +1.3% | -3.0% | -1.9% |
| 30D | -2.7% | +1.1% | -3.8% | -2.8% |
| 3M | -22.7% | +30.1% | -52.9% | -26.1% |
| 6M | -18.9% | +34.0% | -53.0% | -22.8% |
| YTD | +7.1% | +12.8% | -5.7% | +7.6% |
| 1Y | +4.7% | +10.7% | -6.1% | +5.9% |
| 3Y | +345.6% | +29.6% | +315.9% | +293.3% |
| All | +345.6% | +31.6% | +313.9% | +293.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling