+344.8%
PSX vs HWM
+1,165.4%
-820.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -3.0% | -1.5% |
| 7D | -13.1% | +3.3% | -16.4% | -14.4% |
| 30D | -9.5% | -7.6% | -1.9% | -7.3% |
| 3M | +20.2% | -28.9% | +49.1% | +35.4% |
| 6M | +44.9% | -19.7% | +64.6% | +53.6% |
| YTD | +94.4% | +0.5% | +93.9% | +83.9% |
| 1Y | +83.1% | +0.3% | +82.8% | +72.9% |
| 3Y | +132.2% | +325.8% | -193.7% | +10.0% |
| 5Y | +278.8% | +524.7% | -245.9% | +47.7% |
| 10Y | +354.2% | +1,491.8% | -1,137.6% | +21.0% |
| All | +344.8% | +1,165.4% | -820.6% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling