+1,581.2%
HWM vs DD
+63.2%
+1,518.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +2.0% |
| 7D | -8.0% | -3.8% | -4.3% | -6.0% |
| 30D | -18.0% | -9.2% | -8.8% | -13.2% |
| 3M | -9.5% | -9.0% | -0.5% | -4.5% |
| 6M | -8.4% | -5.0% | -3.4% | -6.5% |
| YTD | +13.6% | +7.4% | +6.2% | +6.6% |
| 1Y | +30.2% | +35.1% | -4.9% | +4.8% |
| 3Y | +392.2% | +43.2% | +349.0% | +259.6% |
| 5Y | +645.2% | +59.6% | +585.5% | +390.0% |
| All | +1,581.2% | +63.2% | +1,518.0% | +869.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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