+1,559.5%
HWM vs DHI
+435.0%
+1,124.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -11.4% | -3.4% | -8.0% | -10.1% |
| 30D | -18.5% | -5.4% | -13.0% | -16.7% |
| 3M | -13.2% | -10.4% | -2.7% | -10.0% |
| 6M | -8.7% | -2.8% | -5.9% | -8.6% |
| YTD | +12.2% | -3.4% | +15.6% | +12.0% |
| 1Y | +24.9% | -22.9% | +47.8% | +35.4% |
| 3Y | +383.9% | +20.7% | +363.2% | +302.5% |
| 5Y | +646.1% | +62.1% | +584.0% | +412.6% |
| All | +1,559.5% | +435.0% | +1,124.4% | +477.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling