+1,352.0%
HWM vs D
+43.2%
+1,308.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.8% | -5.9% |
| 7D | -2.4% | +6.9% | -9.4% | -4.9% |
| 30D | -13.3% | +12.3% | -25.6% | -17.0% |
| 3M | -31.0% | +3.0% | -34.1% | -32.0% |
| 6M | -17.1% | +12.8% | -29.9% | -21.4% |
| YTD | -1.9% | +22.6% | -24.4% | -9.8% |
| 1Y | -2.4% | +21.7% | -24.1% | -10.2% |
| 3Y | +322.2% | +83.9% | +238.3% | +219.2% |
| 5Y | +509.8% | +14.0% | +495.9% | +466.1% |
| 10Y | +1,453.8% | +45.6% | +1,408.2% | +1,309.9% |
| All | +1,352.0% | +43.2% | +1,308.8% | +1,214.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling