+4,220.5%
DELL vs HWM
+1,323.5%
+2,897.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.7% | +12.6% | +5.8% |
| 7D | +25.6% | -9.2% | +34.8% | +29.6% |
| 30D | +17.7% | -17.9% | +35.5% | +25.7% |
| 3M | +33.4% | -6.0% | +39.5% | +35.9% |
| 6M | +266.2% | -7.4% | +273.6% | +272.2% |
| YTD | +328.0% | +13.1% | +314.9% | +302.1% |
| 1Y | +339.6% | +29.3% | +310.3% | +292.2% |
| 3Y | +694.6% | +389.9% | +304.7% | +340.2% |
| 5Y | +1,122.0% | +655.5% | +466.5% | +488.4% |
| All | +4,220.5% | +1,323.5% | +2,897.0% | +1,587.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling