+1,573.3%
HWM vs DLR
+183.1%
+1,390.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.6% | -11.3% | -10.9% |
| 7D | -9.2% | +3.4% | -12.6% | -10.2% |
| 30D | -17.9% | -2.2% | -15.6% | -17.3% |
| 3M | -6.0% | +4.7% | -10.8% | -8.0% |
| 6M | -7.4% | +9.0% | -16.4% | -10.6% |
| YTD | +13.1% | +24.1% | -11.0% | +4.4% |
| 1Y | +29.3% | +20.9% | +8.4% | +20.2% |
| 3Y | +389.9% | +60.0% | +329.9% | +310.7% |
| 5Y | +655.5% | +35.3% | +620.2% | +554.6% |
| All | +1,573.3% | +183.1% | +1,390.2% | +1,097.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling