+57.9%
DIA vs HWM
+591.3%
-533.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | +2.1% | +7.3% | -5.2% | +0.2% |
| 30D | +1.5% | +1.6% | -0.1% | +0.6% |
| 3M | -2.4% | -21.9% | +19.5% | +3.6% |
| 6M | +6.0% | -19.0% | +25.0% | +11.1% |
| YTD | +10.1% | +7.9% | +2.1% | +5.3% |
| 1Y | +11.8% | +9.9% | +1.9% | +6.2% |
| 3Y | +59.7% | +342.1% | -282.4% | -8.0% |
| All | +57.9% | +591.3% | -533.4% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling