-6.2%
DOW vs HWM
+1,406.0%
-1,412.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -3.3% |
| 7D | -9.4% | +1.6% | -11.0% | -10.2% |
| 30D | +8.9% | -3.9% | +12.9% | +9.6% |
| 3M | +6.7% | -23.2% | +30.0% | +16.2% |
| 6M | -14.2% | -20.0% | +5.8% | -9.0% |
| YTD | +36.9% | +5.7% | +31.2% | +26.1% |
| 1Y | +45.8% | +4.9% | +40.9% | +34.4% |
| 3Y | -23.9% | +347.0% | -370.9% | -66.3% |
| 5Y | -30.8% | +563.0% | -593.8% | -75.3% |
| All | -6.2% | +1,406.0% | -1,412.2% | -75.7% |
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