+694.6%
DELL vs HWM
+385.3%
+309.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.7% | +12.6% | +6.7% |
| 7D | +25.6% | -9.2% | +34.8% | +30.5% |
| 30D | +17.7% | -17.9% | +35.5% | +27.9% |
| 3M | +33.4% | -6.0% | +39.5% | +36.5% |
| 6M | +266.2% | -7.4% | +273.6% | +272.6% |
| YTD | +328.0% | +13.1% | +314.9% | +289.8% |
| 1Y | +339.6% | +29.3% | +310.3% | +270.8% |
| 3Y | +694.6% | +389.9% | +304.7% | +309.1% |
| All | +694.6% | +385.3% | +309.3% | +309.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling