+1,387.4%
HWM vs DAR
+268.8%
+1,118.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.8% |
| 7D | +3.3% | -9.9% | +13.2% | +7.3% |
| 30D | -7.6% | -16.4% | +8.8% | -1.6% |
| 3M | -28.9% | -17.1% | -11.9% | -24.6% |
| 6M | -19.7% | -20.5% | +0.8% | -14.0% |
| YTD | +0.5% | +39.4% | -38.9% | -14.1% |
| 1Y | +0.3% | +57.2% | -57.0% | -18.6% |
| 3Y | +325.8% | +13.9% | +312.0% | +263.6% |
| 5Y | +524.7% | -40.8% | +565.6% | +589.7% |
| 10Y | +1,491.8% | +276.2% | +1,215.5% | +528.6% |
| All | +1,387.4% | +268.8% | +1,118.7% | +491.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling