+47.0%
DOW vs HWM
+3.8%
+43.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -0.3% |
| 7D | -9.4% | +1.6% | -11.0% | -9.0% |
| 30D | +8.9% | -3.9% | +12.9% | +8.3% |
| 3M | +6.7% | -23.2% | +30.0% | +0.7% |
| 6M | -14.2% | -20.0% | +5.8% | -17.5% |
| YTD | +36.9% | +5.7% | +31.2% | +29.2% |
| All | +47.0% | +3.8% | +43.2% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling