+1,474.6%
HWM vs DE
+762.0%
+712.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.6% |
| 7D | +7.3% | +0.3% | +7.0% | +7.2% |
| 30D | +1.6% | +3.6% | -2.0% | -0.6% |
| 3M | -21.9% | +10.2% | -32.1% | -27.2% |
| 6M | -19.0% | +16.6% | -35.6% | -27.7% |
| YTD | +7.9% | +45.8% | -37.9% | -17.4% |
| 1Y | +9.9% | +43.9% | -34.0% | -15.5% |
| 3Y | +342.1% | +89.6% | +252.5% | +170.4% |
| 5Y | +600.8% | +100.3% | +500.5% | +288.8% |
| All | +1,474.6% | +762.0% | +712.6% | +224.5% |
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