+1,773.8%
HWM vs D
+35.4%
+1,738.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | +0.1% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -11.0% | -3.6% | -7.4% | -9.8% |
| 3M | +4.0% | -1.0% | +5.0% | +4.3% |
| 6M | -0.2% | +6.3% | -6.5% | -3.0% |
| YTD | +26.7% | +14.7% | +11.9% | +19.6% |
| 1Y | +44.7% | +16.9% | +27.8% | +35.3% |
| 3Y | +426.1% | +56.8% | +369.3% | +324.8% |
| 5Y | +738.5% | +5.2% | +733.3% | +704.0% |
| All | +1,773.8% | +35.4% | +1,738.5% | +1,634.9% |
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 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