+369.1%
PSX vs HWM
+1,323.5%
-954.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -10.7% | +12.3% | +5.8% |
| 7D | +2.8% | -9.2% | +12.0% | +6.3% |
| 30D | +27.8% | -17.9% | +45.6% | +37.1% |
| 3M | +42.0% | -6.0% | +48.1% | +43.3% |
| 6M | +58.1% | -7.4% | +65.5% | +57.8% |
| YTD | +105.0% | +13.1% | +91.9% | +86.6% |
| 1Y | +104.9% | +29.3% | +75.6% | +75.0% |
| 3Y | +134.1% | +389.9% | -255.9% | +5.4% |
| 5Y | +363.8% | +655.5% | -291.7% | +68.0% |
| All | +369.1% | +1,323.5% | -954.4% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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