+1,513.6%
HWM vs DE
+796.8%
+716.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.7% |
| 7D | +11.1% | +2.3% | +8.8% | +9.7% |
| 30D | +3.0% | +4.4% | -1.5% | +0.2% |
| 3M | -20.7% | +9.8% | -30.5% | -25.9% |
| 6M | -17.2% | +15.8% | -33.0% | -25.8% |
| YTD | +9.1% | +47.0% | -37.9% | -16.9% |
| 1Y | +9.0% | +42.8% | -33.8% | -15.7% |
| 3Y | +353.8% | +88.9% | +264.9% | +178.5% |
| 5Y | +608.0% | +101.9% | +506.2% | +291.0% |
| 10Y | +1,510.3% | +767.5% | +742.8% | +227.8% |
| All | +1,513.6% | +796.8% | +716.8% | +225.7% |
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