+588.3%
HWM vs DE
+107.4%
+480.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -1.8% | +3.3% | -5.0% | -2.9% |
| 30D | -2.7% | +10.7% | -13.4% | -6.4% |
| 3M | -22.7% | +13.1% | -35.9% | -26.7% |
| 6M | -18.9% | +20.2% | -39.2% | -25.3% |
| YTD | +7.1% | +48.9% | -41.8% | -10.2% |
| 1Y | +4.7% | +46.6% | -41.9% | -11.9% |
| 3Y | +345.6% | +91.4% | +254.2% | +223.7% |
| 5Y | +588.3% | +108.1% | +480.1% | +350.1% |
| All | +588.3% | +107.4% | +480.9% | +350.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling