+400.9%
DELL vs HWM
+348.7%
+52.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.1% | +0.3% | +3.0% |
| 7D | -11.8% | +1.6% | -13.4% | -12.0% |
| 30D | -40.8% | -3.9% | -36.9% | -39.7% |
| 3M | -23.6% | -23.2% | -0.3% | -14.1% |
| 6M | +33.4% | -20.0% | +53.3% | +46.9% |
| YTD | +178.0% | +5.7% | +172.3% | +160.7% |
| 1Y | +138.6% | +4.9% | +133.7% | +124.4% |
| 3Y | +400.9% | +347.0% | +53.9% | +155.5% |
| All | +400.9% | +348.7% | +52.1% | +155.5% |
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