+1,524.1%
HWM vs DAR
+268.8%
+1,255.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.9% |
| 7D | +3.4% | -9.9% | +13.3% | +7.3% |
| 30D | -7.5% | -16.4% | +8.8% | -1.5% |
| 3M | -28.9% | -17.1% | -11.8% | -24.5% |
| 6M | -19.6% | -20.5% | +0.9% | -13.9% |
| YTD | +0.6% | +39.4% | -38.8% | -14.0% |
| 1Y | +0.3% | +57.2% | -56.9% | -18.5% |
| 3Y | +326.1% | +13.9% | +312.3% | +263.9% |
| 5Y | +525.2% | -40.8% | +566.0% | +590.3% |
| All | +1,524.1% | +268.8% | +1,255.3% | +552.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling