+1,573.3%
HWM vs DG
+111.4%
+1,461.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.0% | -6.7% | -10.2% |
| 7D | -9.2% | -2.5% | -6.7% | -8.8% |
| 30D | -17.9% | +1.0% | -18.9% | -18.0% |
| 3M | -6.0% | +20.3% | -26.4% | -8.5% |
| 6M | -7.4% | -11.7% | +4.4% | -6.2% |
| YTD | +13.1% | -2.3% | +15.4% | +13.1% |
| 1Y | +29.3% | +20.0% | +9.3% | +25.5% |
| 3Y | +389.9% | +7.2% | +382.7% | +373.5% |
| 5Y | +655.5% | -37.9% | +693.5% | +722.8% |
| All | +1,573.3% | +111.4% | +1,461.9% | +1,144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling