+0.4%
DOW vs HWM
+1,453.8%
-1,453.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.7% | +11.1% | -7.5% | -0.4% |
| 30D | +16.3% | +3.0% | +13.3% | +14.0% |
| 3M | +9.7% | -20.7% | +30.4% | +18.0% |
| 6M | -14.1% | -17.2% | +3.1% | -10.1% |
| YTD | +46.6% | +9.1% | +37.5% | +33.5% |
| 1Y | +56.8% | +9.0% | +47.8% | +42.5% |
| 3Y | -20.4% | +353.8% | -374.2% | -64.8% |
| 5Y | -27.4% | +608.0% | -635.5% | -74.9% |
| All | +0.4% | +1,453.8% | -1,453.4% | -74.3% |
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