+2,662.4%
DELL vs HWM
+1,487.1%
+1,175.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.0% | -6.2% | -6.8% |
| 7D | +4.9% | +7.3% | -2.4% | +2.3% |
| 30D | -32.1% | +1.6% | -33.7% | -32.5% |
| 3M | -30.2% | -21.9% | -8.4% | -24.0% |
| 6M | +41.7% | -19.0% | +60.8% | +52.3% |
| YTD | +176.6% | +7.9% | +168.6% | +164.4% |
| 1Y | +159.9% | +9.9% | +150.0% | +146.5% |
| 3Y | +388.0% | +342.1% | +45.8% | +179.5% |
| 5Y | +578.2% | +600.8% | -22.6% | +233.5% |
| All | +2,662.4% | +1,487.1% | +1,175.3% | +965.3% |
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