+240.9%
DIA vs HWM
+1,636.6%
-1,395.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +0.8% |
| 7D | +0.8% | +1.6% | -0.8% | +0.2% |
| 30D | +1.4% | -3.9% | +5.4% | +2.1% |
| 3M | -2.7% | -23.2% | +20.5% | +3.7% |
| 6M | +6.2% | -20.0% | +26.2% | +11.6% |
| YTD | +10.1% | +5.7% | +4.4% | +6.4% |
| 1Y | +13.0% | +4.9% | +8.1% | +9.3% |
| 3Y | +61.9% | +347.0% | -285.1% | +0.9% |
| 5Y | +57.1% | +563.0% | -505.9% | -13.7% |
| 10Y | +240.9% | +1,579.2% | -1,338.3% | +41.2% |
| All | +240.9% | +1,636.6% | -1,395.7% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling