+1,573.3%
HWM vs DGX
+249.8%
+1,323.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.7% | -10.0% | -10.5% |
| 7D | -9.2% | -0.3% | -8.9% | -9.1% |
| 30D | -17.9% | -1.2% | -16.7% | -17.6% |
| 3M | -6.0% | +19.9% | -25.9% | -12.1% |
| 6M | -7.4% | +19.2% | -26.6% | -13.3% |
| YTD | +13.1% | +37.5% | -24.4% | +0.2% |
| 1Y | +29.3% | +31.3% | -2.0% | +16.2% |
| 3Y | +389.9% | +96.6% | +293.3% | +267.7% |
| 5Y | +655.5% | +64.3% | +591.3% | +499.3% |
| All | +1,573.3% | +249.8% | +1,323.6% | +768.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DGX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling