+1,463.9%
HWM vs DG
+127.1%
+1,336.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.8% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | -3.9% | +7.4% | -11.4% | -5.0% |
| 3M | -23.2% | +8.5% | -31.7% | -24.2% |
| 6M | -20.0% | +21.9% | -41.8% | -22.4% |
| YTD | +5.7% | +4.9% | +0.8% | +4.5% |
| 1Y | +4.9% | +40.4% | -35.5% | -0.4% |
| 3Y | +347.0% | +23.5% | +323.5% | +320.8% |
| 5Y | +563.0% | -32.3% | +595.3% | +611.5% |
| 10Y | +1,579.2% | +119.3% | +1,459.8% | +1,160.9% |
| All | +1,463.9% | +127.1% | +1,336.8% | +1,050.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling