+640.6%
HWM vs DGX
+59.5%
+581.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | -12.5% | -3.5% | -9.1% | -11.9% |
| 30D | -19.0% | -2.7% | -16.3% | -18.6% |
| 3M | -8.6% | +13.9% | -22.5% | -11.0% |
| 6M | -10.2% | +16.0% | -26.2% | -12.9% |
| YTD | +11.3% | +34.9% | -23.6% | +4.5% |
| 1Y | +24.3% | +30.6% | -6.3% | +17.4% |
| 3Y | +382.3% | +93.0% | +289.3% | +309.9% |
| 5Y | +640.6% | +64.4% | +576.2% | +529.5% |
| All | +640.6% | +59.5% | +581.1% | +529.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling