+245.3%
HD vs HWM
+1,554.5%
-1,309.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | -1.2% | +5.0% | -6.1% | -2.3% |
| 30D | +20.9% | +1.5% | +19.4% | +19.9% |
| 3M | -0.2% | -20.3% | +20.2% | +4.4% |
| 6M | +14.5% | -18.0% | +32.5% | +18.6% |
| YTD | +4.3% | +9.5% | -5.2% | +0.7% |
| 1Y | -3.5% | +7.5% | -10.9% | -6.5% |
| 3Y | +30.1% | +355.7% | -325.5% | -13.3% |
| 5Y | +8.5% | +610.2% | -601.7% | -35.7% |
| 10Y | +245.3% | +1,516.8% | -1,271.5% | +70.5% |
| All | +245.3% | +1,554.5% | -1,309.2% | +70.5% |
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