+57.3%
DVN vs HWM
+1,487.1%
-1,429.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +10.4% | +7.3% | +3.1% | +6.4% |
| 30D | -6.7% | +1.6% | -8.3% | -8.5% |
| 3M | +5.6% | -21.9% | +27.5% | +17.2% |
| 6M | +0.7% | -19.0% | +19.7% | +7.9% |
| YTD | +29.6% | +7.9% | +21.6% | +14.5% |
| 1Y | +36.3% | +9.9% | +26.4% | +18.7% |
| 3Y | +13.2% | +342.1% | -329.0% | -60.2% |
| 5Y | +38.6% | +600.8% | -562.2% | -64.1% |
| All | +57.3% | +1,487.1% | -1,429.8% | -73.6% |
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 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