+441.1%
HWM vs PTC
-3.9%
+445.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.6% | +0.8% |
| 7D | -2.1% | -10.3% | +8.2% | +0.2% |
| 30D | -11.0% | +1.1% | -12.1% | -11.5% |
| 3M | +4.0% | +1.6% | +2.4% | +3.0% |
| 6M | -0.2% | -13.5% | +13.2% | +3.9% |
| YTD | +26.7% | -19.1% | +45.7% | +34.8% |
| 1Y | +44.7% | -33.9% | +78.6% | +66.9% |
| All | +441.1% | -3.9% | +445.0% | +370.2% |
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