+53.3%
DIA vs HWM
+522.0%
-468.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.0% |
| 7D | -0.9% | +3.3% | -4.3% | -2.0% |
| 30D | +0.3% | -7.6% | +7.9% | +2.0% |
| 3M | -4.5% | -28.9% | +24.4% | +4.0% |
| 6M | +3.4% | -19.7% | +23.0% | +8.3% |
| YTD | +7.8% | +0.5% | +7.2% | +5.0% |
| 1Y | +10.7% | +0.3% | +10.5% | +7.9% |
| 3Y | +57.5% | +325.8% | -268.3% | -8.5% |
| All | +53.3% | +522.0% | -468.7% | -25.6% |
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