+4.4%
HWM vs DHI
+9.6%
-5.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +8.1% | -12.4% | -5.6% |
| 7D | +9.4% | +9.8% | -0.4% | +7.5% |
| 30D | -7.0% | +17.8% | -24.8% | -10.3% |
| 3M | -25.9% | +4.7% | -30.6% | -26.5% |
| 6M | -10.8% | +10.0% | -20.9% | -13.3% |
| YTD | +4.3% | +10.0% | -5.6% | +0.7% |
| 1Y | +4.4% | +9.1% | -4.7% | -0.1% |
| All | +4.4% | +9.6% | -5.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling