+235.3%
DIA vs HWM
+1,503.5%
-1,268.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.6% | +11.1% | -9.5% | -1.3% |
| 30D | +1.2% | +3.0% | -1.7% | 0.0% |
| 3M | -2.4% | -20.7% | +18.3% | +3.1% |
| 6M | +5.7% | -17.2% | +22.9% | +10.0% |
| YTD | +9.9% | +9.1% | +0.9% | +5.3% |
| 1Y | +9.8% | +9.0% | +0.8% | +5.1% |
| 3Y | +59.8% | +353.8% | -294.1% | -0.9% |
| 5Y | +57.7% | +608.0% | -550.4% | -15.0% |
| All | +235.3% | +1,503.5% | -1,268.3% | +39.9% |
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 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