+345.6%
HWM vs DE
+92.2%
+253.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -1.8% | +3.3% | -5.0% | -2.5% |
| 30D | -2.7% | +10.7% | -13.4% | -5.3% |
| 3M | -22.7% | +13.1% | -35.9% | -25.4% |
| 6M | -18.9% | +20.2% | -39.2% | -23.4% |
| YTD | +7.1% | +48.9% | -41.8% | -5.1% |
| 1Y | +4.7% | +46.6% | -41.9% | -7.0% |
| 3Y | +345.6% | +91.4% | +254.2% | +270.9% |
| All | +345.6% | +92.2% | +253.4% | +270.9% |
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