+509.8%
HWM vs D
+14.9%
+494.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.8% | -5.9% |
| 7D | -2.4% | +6.9% | -9.4% | -3.8% |
| 30D | -13.3% | +12.3% | -25.6% | -15.4% |
| 3M | -31.0% | +3.0% | -34.1% | -31.5% |
| 6M | -17.1% | +12.8% | -29.9% | -19.6% |
| YTD | -1.9% | +22.6% | -24.4% | -6.7% |
| 1Y | -2.4% | +21.7% | -24.1% | -7.1% |
| 3Y | +322.2% | +83.9% | +238.3% | +251.7% |
| 5Y | +509.8% | +14.0% | +495.9% | +510.6% |
| All | +509.8% | +14.9% | +494.9% | +510.6% |
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