+345.8%
PSX vs HWM
+1,636.6%
-1,290.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | +1.0% |
| 7D | -8.0% | +1.6% | -9.6% | -8.6% |
| 30D | -9.0% | -3.9% | -5.1% | -8.2% |
| 3M | +24.7% | -23.2% | +48.0% | +36.4% |
| 6M | +49.3% | -20.0% | +69.3% | +59.0% |
| YTD | +100.2% | +5.7% | +94.5% | +85.7% |
| 1Y | +88.8% | +4.9% | +84.0% | +75.3% |
| 3Y | +152.5% | +347.0% | -194.5% | +17.3% |
| 5Y | +283.2% | +563.0% | -279.8% | +45.6% |
| 10Y | +345.8% | +1,579.2% | -1,233.4% | +15.2% |
| All | +345.8% | +1,636.6% | -1,290.8% | +15.2% |
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