-10.9%
DOW vs HWM
+1,518.9%
-1,529.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.8% |
| 7D | -6.0% | -8.0% | +2.0% | -3.3% |
| 30D | -2.7% | -18.0% | +15.3% | +4.3% |
| 3M | -10.5% | -9.5% | -1.0% | -8.3% |
| 6M | -12.4% | -8.4% | -4.1% | -12.4% |
| YTD | +30.0% | +13.6% | +16.4% | +17.7% |
| 1Y | +27.8% | +30.2% | -2.4% | +8.6% |
| 3Y | -34.9% | +392.2% | -427.2% | -72.0% |
| 5Y | -35.9% | +645.2% | -681.1% | -78.1% |
| All | -10.9% | +1,518.9% | -1,529.8% | -77.3% |
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