+2,706.4%
DELL vs HWM
+1,230.5%
+1,476.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.1% | +0.3% | +3.5% |
| 7D | -11.8% | +1.6% | -13.4% | -11.9% |
| 30D | -40.8% | -3.9% | -36.9% | -40.0% |
| 3M | -23.6% | -23.2% | -0.3% | -16.3% |
| 6M | +33.4% | -20.0% | +53.3% | +43.7% |
| YTD | +178.0% | +5.7% | +172.3% | +167.7% |
| 1Y | +138.6% | +4.9% | +133.7% | +130.1% |
| 3Y | +400.9% | +347.0% | +53.9% | +187.1% |
| 5Y | +580.7% | +563.0% | +17.7% | +242.4% |
| 10Y | +2,655.3% | +1,579.2% | +1,076.1% | +1,008.6% |
| All | +2,706.4% | +1,230.5% | +1,476.0% | +1,023.3% |
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 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