+1,490.9%
HWM vs D
+47.7%
+1,443.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +11.1% | -3.1% | +14.2% | +12.3% |
| 30D | +3.0% | +8.4% | -5.4% | -0.4% |
| 3M | -20.7% | +0.2% | -20.9% | -21.1% |
| 6M | -17.2% | +9.5% | -26.7% | -20.6% |
| YTD | +9.1% | +18.8% | -9.7% | +1.2% |
| 1Y | +9.0% | +14.7% | -5.7% | +2.4% |
| 3Y | +353.8% | +72.9% | +280.9% | +250.3% |
| 5Y | +608.0% | +13.1% | +594.9% | +556.1% |
| All | +1,490.9% | +47.7% | +1,443.2% | +1,292.5% |
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