+1,581.2%
HWM vs DE
+792.6%
+788.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -8.0% | -3.0% | -5.0% | -6.3% |
| 30D | -18.0% | +11.1% | -29.2% | -23.5% |
| 3M | -9.5% | +17.6% | -27.1% | -18.9% |
| 6M | -8.4% | +13.6% | -22.0% | -16.6% |
| YTD | +13.6% | +46.3% | -32.6% | -12.7% |
| 1Y | +30.2% | +44.2% | -13.9% | +0.4% |
| 3Y | +392.2% | +76.6% | +315.6% | +217.3% |
| 5Y | +645.2% | +98.2% | +547.0% | +317.4% |
| All | +1,581.2% | +792.6% | +788.6% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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