+380.3%
HWM vs DGX
+93.2%
+287.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.8% |
| 7D | -12.5% | -3.5% | -9.1% | -12.2% |
| 30D | -19.0% | -2.7% | -16.3% | -18.8% |
| 3M | -8.6% | +13.9% | -22.5% | -9.8% |
| 6M | -10.2% | +16.0% | -26.2% | -11.6% |
| YTD | +11.3% | +34.9% | -23.6% | +7.9% |
| 1Y | +24.3% | +30.6% | -6.3% | +20.8% |
| All | +380.3% | +93.2% | +287.2% | +357.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling