+143.3%
DELL vs HWM
+5.4%
+137.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.3% | -4.5% | -7.8% |
| 7D | -24.6% | +9.4% | -34.0% | -26.0% |
| 30D | -32.5% | -7.0% | -25.5% | -30.9% |
| 3M | -20.2% | -25.9% | +5.7% | -13.3% |
| 6M | +76.5% | -10.8% | +87.3% | +84.1% |
| YTD | +198.9% | +4.3% | +194.6% | +199.0% |
| 1Y | +143.3% | +4.4% | +138.9% | +148.0% |
| All | +143.3% | +5.4% | +137.9% | +148.0% |
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 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