+156.2%
PSX vs HWM
+348.7%
-192.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +7.8% | +7.3% | +0.5% | +6.8% |
| 30D | -10.9% | +1.6% | -12.5% | -11.2% |
| 3M | +14.5% | -21.9% | +36.4% | +17.9% |
| 6M | +56.1% | -19.0% | +75.2% | +59.6% |
| YTD | +109.6% | +7.9% | +101.6% | +97.6% |
| 1Y | +95.5% | +9.9% | +85.6% | +83.1% |
| 3Y | +156.2% | +342.1% | -185.9% | +77.1% |
| All | +156.2% | +348.7% | -192.5% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling