+577.9%
HWM vs D
+13.1%
+564.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +7.3% | -1.4% | +8.7% | +7.6% |
| 30D | +1.6% | +7.7% | -6.2% | -0.1% |
| 3M | -21.9% | -0.3% | -21.6% | -21.9% |
| 6M | -19.0% | +10.1% | -29.1% | -21.1% |
| YTD | +7.9% | +19.1% | -11.1% | +3.3% |
| 1Y | +9.9% | +15.9% | -6.0% | +5.8% |
| 3Y | +342.1% | +75.0% | +267.1% | +273.8% |
| All | +577.9% | +13.1% | +564.8% | +574.5% |
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 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