+389.9%
HWM vs DE
+72.4%
+317.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.8% | -8.9% | -10.2% |
| 7D | -9.2% | +0.7% | -9.9% | -9.3% |
| 30D | -17.9% | +9.6% | -27.5% | -20.0% |
| 3M | -6.0% | +19.0% | -25.0% | -10.9% |
| 6M | -7.4% | +16.1% | -23.4% | -11.6% |
| YTD | +13.1% | +47.0% | -33.9% | +0.3% |
| 1Y | +29.3% | +43.1% | -13.8% | +15.4% |
| 3Y | +389.9% | +77.5% | +312.4% | +305.5% |
| All | +389.9% | +72.4% | +317.5% | +305.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling