+4.4%
HWM vs DLR
+11.0%
-6.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -5.2% |
| 7D | +9.4% | +2.8% | +6.6% | +8.2% |
| 30D | -7.0% | +2.8% | -9.8% | -8.0% |
| 3M | -25.9% | -4.0% | -21.9% | -24.9% |
| 6M | -10.8% | -5.6% | -5.2% | -8.6% |
| YTD | +4.3% | +21.9% | -17.6% | -6.6% |
| 1Y | +4.4% | +13.0% | -8.6% | -4.9% |
| All | +4.4% | +11.0% | -6.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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