+537.4%
HWM vs DG
-34.7%
+572.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +2.7% |
| 7D | +3.4% | +1.1% | +2.3% | +3.3% |
| 30D | -7.5% | +9.5% | -17.0% | -8.1% |
| 3M | -28.9% | +5.5% | -34.3% | -29.1% |
| 6M | -19.6% | +16.1% | -35.7% | -20.4% |
| YTD | +0.6% | +2.7% | -2.1% | +0.3% |
| 1Y | +0.3% | +42.1% | -41.8% | -1.5% |
| 3Y | +326.1% | +19.3% | +306.9% | +321.1% |
| All | +537.4% | -34.7% | +572.1% | +605.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling