+2,928.2%
DELL vs HWM
+1,278.2%
+1,650.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.3% | +9.5% | +10.9% |
| 7D | +0.4% | +5.0% | -4.6% | -1.1% |
| 30D | -35.1% | +1.5% | -36.6% | -35.5% |
| 3M | -15.1% | -20.3% | +5.2% | -8.3% |
| 6M | +51.7% | -18.0% | +69.7% | +62.2% |
| YTD | +200.0% | +9.5% | +190.5% | +185.2% |
| 1Y | +172.1% | +7.5% | +164.7% | +160.3% |
| 3Y | +431.2% | +355.7% | +75.6% | +202.3% |
| 5Y | +633.1% | +610.2% | +22.9% | +260.7% |
| 10Y | +2,886.3% | +1,516.8% | +1,369.6% | +1,079.8% |
| All | +2,928.2% | +1,278.2% | +1,650.0% | +1,096.9% |
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