+563.0%
HWM vs D
+14.9%
+548.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.2% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | -3.9% | +10.7% | -14.6% | -6.1% |
| 3M | -23.2% | +2.3% | -25.5% | -23.7% |
| 6M | -20.0% | +12.5% | -32.5% | -22.4% |
| YTD | +5.7% | +20.1% | -14.4% | +0.9% |
| 1Y | +4.9% | +15.6% | -10.7% | +1.0% |
| 3Y | +347.0% | +75.2% | +271.8% | +278.2% |
| 5Y | +563.0% | +14.6% | +548.4% | +545.9% |
| All | +563.0% | +14.9% | +548.1% | +545.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling