+83.1%
DVN vs HWM
+1,494.1%
-1,411.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +1.5% | -2.1% | +3.6% | +2.2% |
| 30D | +14.2% | -11.0% | +25.2% | +20.7% |
| 3M | +5.2% | +4.0% | +1.2% | +1.1% |
| 6M | +11.9% | -0.2% | +12.1% | +7.2% |
| YTD | +32.8% | +26.7% | +6.2% | +10.3% |
| 1Y | +38.6% | +44.7% | -6.1% | +5.8% |
| 3Y | +0.5% | +426.1% | -425.6% | -66.8% |
| 5Y | +111.0% | +738.5% | -627.5% | -48.5% |
| All | +83.1% | +1,494.1% | -1,411.0% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling