+1,559.5%
HWM vs DGX
+249.0%
+1,310.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.2% |
| 7D | -11.4% | -0.9% | -10.5% | -11.1% |
| 30D | -18.5% | -1.2% | -17.3% | -18.2% |
| 3M | -13.2% | +15.8% | -29.0% | -17.8% |
| 6M | -8.7% | +18.2% | -26.8% | -14.3% |
| YTD | +12.2% | +37.2% | -25.0% | -0.6% |
| 1Y | +24.9% | +30.4% | -5.4% | +12.6% |
| 3Y | +383.9% | +96.7% | +287.2% | +263.1% |
| 5Y | +646.1% | +67.2% | +579.0% | +486.9% |
| All | +1,559.5% | +249.0% | +1,310.4% | +761.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling