+563.0%
HWM vs DD
+71.8%
+491.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.9% | -0.8% | +2.4% |
| 7D | +1.6% | +9.8% | -8.2% | -2.5% |
| 30D | -3.9% | +19.3% | -23.3% | -11.2% |
| 3M | -23.2% | +9.4% | -32.6% | -26.3% |
| 6M | -20.0% | +4.8% | -24.8% | -21.9% |
| YTD | +5.7% | +30.2% | -24.5% | -7.4% |
| 1Y | +4.9% | +32.2% | -27.4% | -9.0% |
| 3Y | +347.0% | +93.1% | +253.9% | +203.9% |
| 5Y | +563.0% | +68.0% | +495.0% | +385.1% |
| All | +563.0% | +71.8% | +491.2% | +385.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling