-29.5%
DOW vs HWM
+522.4%
-551.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.3% |
| 7D | -9.5% | +3.4% | -12.9% | -10.3% |
| 30D | +13.1% | -7.5% | +20.6% | +14.6% |
| 3M | +4.8% | -28.9% | +33.7% | +12.5% |
| 6M | -16.7% | -19.6% | +3.0% | -13.9% |
| YTD | +38.9% | +0.6% | +38.3% | +31.3% |
| 1Y | +48.3% | +0.3% | +48.0% | +40.1% |
| 3Y | -24.4% | +326.1% | -350.5% | -61.3% |
| All | -29.5% | +522.4% | -551.9% | -70.7% |
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 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