+1,513.6%
HWM vs DAR
+306.8%
+1,206.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.2% |
| 7D | +11.1% | +9.2% | +1.9% | +7.6% |
| 30D | +3.0% | -12.3% | +15.2% | +7.9% |
| 3M | -20.7% | -12.7% | -8.0% | -17.3% |
| 6M | -17.2% | -12.8% | -4.4% | -14.3% |
| YTD | +9.1% | +53.8% | -44.7% | -10.1% |
| 1Y | +9.0% | +60.3% | -51.2% | -11.8% |
| 3Y | +353.8% | +31.7% | +322.1% | +265.5% |
| 5Y | +608.0% | -27.7% | +635.8% | +614.4% |
| 10Y | +1,510.3% | +309.8% | +1,200.6% | +517.0% |
| All | +1,513.6% | +306.8% | +1,206.8% | +519.3% |
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