+1,520.0%
HWM vs DE
+814.0%
+706.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +1.9% |
| 7D | +5.0% | +2.3% | +2.7% | +3.7% |
| 30D | +1.5% | +9.3% | -7.8% | -3.8% |
| 3M | -20.3% | +12.2% | -32.5% | -26.5% |
| 6M | -18.0% | +18.1% | -36.1% | -27.3% |
| YTD | +9.5% | +49.8% | -40.3% | -17.4% |
| 1Y | +7.5% | +46.4% | -38.9% | -18.1% |
| 3Y | +355.7% | +92.5% | +263.1% | +176.6% |
| 5Y | +610.2% | +107.4% | +502.8% | +285.6% |
| 10Y | +1,516.8% | +784.1% | +732.7% | +225.5% |
| All | +1,520.0% | +814.0% | +706.1% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling