+29.3%
HWM vs DG
+18.0%
+11.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.0% | -6.7% | -10.3% |
| 7D | -9.2% | -2.5% | -6.7% | -8.9% |
| 30D | -17.9% | +1.0% | -18.9% | -17.8% |
| 3M | -6.0% | +20.3% | -26.4% | -8.2% |
| 6M | -7.4% | -11.7% | +4.4% | -5.5% |
| YTD | +13.1% | -2.3% | +15.4% | +14.7% |
| 1Y | +29.3% | +20.0% | +9.3% | +29.4% |
| All | +29.3% | +18.0% | +11.3% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling