+361.8%
PSX vs HWM
+1,494.1%
-1,132.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | +4.5% | -2.1% | +6.6% | +5.2% |
| 30D | +26.6% | -11.0% | +37.6% | +32.2% |
| 3M | +39.3% | +4.0% | +35.2% | +35.6% |
| 6M | +56.8% | -0.2% | +57.0% | +52.7% |
| YTD | +101.8% | +26.7% | +75.2% | +76.5% |
| 1Y | +99.6% | +44.7% | +54.9% | +63.8% |
| 3Y | +140.3% | +426.1% | -285.7% | +6.0% |
| 5Y | +339.3% | +738.5% | -399.2% | +53.5% |
| All | +361.8% | +1,494.1% | -1,132.3% | +15.1% |
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 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