+325.8%
HWM vs D
+79.5%
+246.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | +3.3% | +3.0% | +0.3% | +3.1% |
| 30D | -7.6% | +11.5% | -19.1% | -8.5% |
| 3M | -28.9% | +3.7% | -32.7% | -29.1% |
| 6M | -19.7% | +13.5% | -33.2% | -20.8% |
| YTD | +0.5% | +20.7% | -20.2% | -1.6% |
| 1Y | +0.3% | +18.2% | -18.0% | -1.7% |
| 3Y | +325.8% | +73.3% | +252.5% | +311.3% |
| All | +325.8% | +79.5% | +246.3% | +311.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling