+1,773.8%
HWM vs DE
+814.1%
+959.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -2.1% | +10.0% | -12.1% | -7.7% |
| 30D | -11.0% | +13.3% | -24.3% | -18.1% |
| 3M | +4.0% | +17.5% | -13.5% | -6.7% |
| 6M | -0.2% | +13.6% | -13.8% | -9.2% |
| YTD | +26.7% | +49.8% | -23.1% | -4.1% |
| 1Y | +44.7% | +47.9% | -3.1% | +9.8% |
| 3Y | +426.1% | +72.5% | +353.6% | +245.1% |
| 5Y | +738.5% | +90.2% | +648.3% | +386.0% |
| All | +1,773.8% | +814.1% | +959.7% | +275.8% |
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