+1,773.8%
HWM vs DGX
+252.2%
+1,521.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.1% |
| 7D | -2.1% | -2.3% | +0.2% | -1.3% |
| 30D | -11.0% | +0.6% | -11.5% | -11.2% |
| 3M | +4.0% | +21.4% | -17.4% | -3.1% |
| 6M | -0.2% | +14.7% | -14.9% | -5.4% |
| YTD | +26.7% | +38.4% | -11.8% | +11.9% |
| 1Y | +44.7% | +34.0% | +10.7% | +29.0% |
| 3Y | +426.1% | +92.7% | +333.4% | +298.5% |
| 5Y | +738.5% | +67.7% | +670.8% | +559.0% |
| All | +1,773.8% | +252.2% | +1,521.6% | +869.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling