+104.9%
PSX vs HWM
+30.1%
+74.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -10.7% | +12.3% | -0.5% |
| 7D | +2.8% | -9.2% | +12.0% | +1.1% |
| 30D | +27.8% | -17.9% | +45.6% | +23.0% |
| 3M | +42.0% | -6.0% | +48.1% | +41.5% |
| 6M | +58.1% | -7.4% | +65.5% | +58.2% |
| YTD | +105.0% | +13.1% | +91.9% | +101.8% |
| 1Y | +104.9% | +29.3% | +75.6% | +102.5% |
| All | +104.9% | +30.1% | +74.8% | +102.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling