+90.6%
DVN vs HWM
+1,301.3%
-1,210.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +3.2% |
| 7D | +2.5% | -12.5% | +15.0% | +9.3% |
| 30D | +10.2% | -19.0% | +29.2% | +21.6% |
| 3M | +8.1% | -8.6% | +16.7% | +10.9% |
| 6M | +15.9% | -10.2% | +26.0% | +16.6% |
| YTD | +38.2% | +11.3% | +26.9% | +22.1% |
| 1Y | +44.5% | +24.3% | +20.2% | +18.9% |
| 3Y | +5.1% | +382.3% | -377.1% | -64.0% |
| 5Y | +124.3% | +640.6% | -516.3% | -42.0% |
| All | +90.6% | +1,301.3% | -1,210.7% | -63.9% |
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