-35.9%
DOW vs HWM
+655.8%
-691.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.7% | +11.1% | +3.0% |
| 7D | -2.9% | -9.2% | +6.2% | -0.9% |
| 30D | +2.0% | -17.9% | +19.8% | +6.5% |
| 3M | -12.5% | -6.0% | -6.5% | -12.3% |
| 6M | -9.2% | -7.4% | -1.9% | -9.7% |
| YTD | +30.8% | +13.1% | +17.7% | +20.8% |
| 1Y | +29.4% | +29.3% | +0.1% | +13.9% |
| 3Y | -34.6% | +389.9% | -424.5% | -68.0% |
| 5Y | -35.9% | +655.5% | -691.5% | -75.1% |
| All | -35.9% | +655.8% | -691.7% | -75.1% |
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