+1,773.8%
HWM vs DAR
+379.0%
+1,394.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -2.1% | +1.4% | -3.5% | -2.7% |
| 30D | -11.0% | +12.8% | -23.8% | -15.2% |
| 3M | +4.0% | +7.4% | -3.3% | +0.4% |
| 6M | -0.2% | +22.3% | -22.5% | -9.2% |
| YTD | +26.7% | +81.1% | -54.4% | -1.2% |
| 1Y | +44.7% | +106.5% | -61.8% | +6.1% |
| 3Y | +426.1% | +5.3% | +420.8% | +379.5% |
| 5Y | +738.5% | -11.5% | +750.1% | +679.5% |
| All | +1,773.8% | +379.0% | +1,394.8% | +580.9% |
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