+1,523.0%
HWM vs D
+42.6%
+1,480.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.0% |
| 7D | +3.3% | +3.0% | +0.3% | +2.1% |
| 30D | -7.6% | +11.5% | -19.1% | -11.4% |
| 3M | -28.9% | +3.7% | -32.7% | -30.1% |
| 6M | -19.7% | +13.5% | -33.2% | -24.0% |
| YTD | +0.5% | +20.7% | -20.2% | -7.2% |
| 1Y | +0.3% | +18.2% | -18.0% | -6.8% |
| 3Y | +325.8% | +73.3% | +252.5% | +230.1% |
| 5Y | +524.7% | +12.3% | +512.5% | +482.8% |
| All | +1,523.0% | +42.6% | +1,480.4% | +1,377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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