+608.0%
HWM vs PTC
+62.5%
+545.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +11.1% | +0.8% | +10.3% | +10.9% |
| 30D | +3.0% | +1.2% | +1.8% | +2.7% |
| 3M | -20.7% | +32.6% | -53.3% | -27.4% |
| 6M | -17.2% | +36.1% | -53.3% | -25.4% |
| YTD | +9.1% | +12.7% | -3.6% | +4.9% |
| 1Y | +9.0% | +10.2% | -1.1% | +5.9% |
| 3Y | +353.8% | +29.4% | +324.4% | +293.5% |
| 5Y | +608.0% | +61.1% | +547.0% | +445.3% |
| All | +608.0% | +62.5% | +545.6% | +445.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling