+117.9%
DVN vs HWM
+655.3%
-537.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -10.7% | +11.4% | +4.2% |
| 7D | -1.3% | -9.2% | +7.8% | +1.5% |
| 30D | +12.6% | -17.9% | +30.5% | +19.6% |
| 3M | +8.1% | -6.0% | +14.2% | +8.5% |
| 6M | +10.2% | -7.4% | +17.5% | +9.2% |
| YTD | +33.8% | +13.1% | +20.7% | +20.1% |
| 1Y | +43.9% | +29.3% | +14.6% | +20.3% |
| 3Y | +1.7% | +389.9% | -388.2% | -61.1% |
| All | +117.9% | +655.3% | -537.4% | -38.9% |
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 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