-19.6%
HWM vs DG
+15.9%
-35.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +2.4% |
| 7D | +3.4% | +1.1% | +2.3% | +3.6% |
| 30D | -7.5% | +9.5% | -17.0% | -7.5% |
| 3M | -28.9% | +5.5% | -34.3% | -28.4% |
| 6M | -19.6% | +16.1% | -35.7% | -19.1% |
| All | -19.6% | +15.9% | -35.5% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling