+1,474.6%
HWM vs DG
+105.2%
+1,369.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +7.3% | +0.3% | +7.0% | +7.3% |
| 30D | +1.6% | +3.2% | -1.7% | +1.0% |
| 3M | -21.9% | +10.4% | -32.3% | -23.0% |
| 6M | -19.0% | +33.2% | -52.2% | -22.3% |
| YTD | +7.9% | +3.0% | +5.0% | +7.0% |
| 1Y | +9.9% | +31.2% | -21.3% | +5.4% |
| 3Y | +342.1% | +21.8% | +320.3% | +317.1% |
| 5Y | +600.8% | -35.0% | +635.8% | +658.2% |
| All | +1,474.6% | +105.2% | +1,369.4% | +1,155.6% |
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