+4,231.6%
DELL vs HWM
+1,330.2%
+2,901.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +8.7% | -8.0% | +16.8% | +11.7% |
| 30D | +16.9% | -18.0% | +34.9% | +25.0% |
| 3M | +40.4% | -9.5% | +49.9% | +45.1% |
| 6M | +267.1% | -8.4% | +275.5% | +274.7% |
| YTD | +329.1% | +13.6% | +315.5% | +302.5% |
| 1Y | +346.9% | +30.2% | +316.7% | +297.7% |
| 3Y | +696.6% | +392.2% | +304.4% | +340.6% |
| 5Y | +1,106.2% | +645.2% | +461.0% | +482.8% |
| All | +4,231.6% | +1,330.2% | +2,901.3% | +1,588.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling