+39.0%
DVN vs HWM
+5.4%
+33.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.3% | -3.1% | -8.5% |
| 7D | -13.9% | +9.4% | -23.4% | -11.3% |
| 30D | -8.0% | -7.0% | -1.1% | -9.5% |
| 3M | +0.8% | -25.9% | +26.7% | -7.8% |
| 6M | -12.8% | -10.8% | -1.9% | -13.8% |
| YTD | +22.7% | +4.3% | +18.4% | +22.5% |
| 1Y | +39.0% | +4.4% | +34.6% | +42.6% |
| All | +39.0% | +5.4% | +33.6% | +42.6% |
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