+1,388.5%
HWM vs DG
+122.3%
+1,266.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +2.9% |
| 7D | +3.4% | +1.1% | +2.3% | +3.1% |
| 30D | -7.5% | +9.5% | -17.0% | -8.8% |
| 3M | -28.9% | +5.5% | -34.3% | -29.5% |
| 6M | -19.6% | +16.1% | -35.7% | -21.6% |
| YTD | +0.6% | +2.7% | -2.1% | -0.3% |
| 1Y | +0.3% | +42.1% | -41.8% | -4.9% |
| 3Y | +326.1% | +19.3% | +306.9% | +303.4% |
| 5Y | +525.2% | -35.3% | +560.5% | +577.2% |
| 10Y | +1,492.9% | +123.9% | +1,369.0% | +1,070.1% |
| All | +1,388.5% | +122.3% | +1,266.2% | +997.9% |
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