+1,579.2%
HWM vs DLR
+174.9%
+1,404.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +3.9% |
| 7D | +1.6% | +2.4% | -0.8% | +0.8% |
| 30D | -3.9% | +0.7% | -4.7% | -4.2% |
| 3M | -23.2% | -6.4% | -16.8% | -21.6% |
| 6M | -20.0% | -6.5% | -13.4% | -18.6% |
| YTD | +5.7% | +18.8% | -13.1% | -1.0% |
| 1Y | +4.9% | +9.0% | -4.2% | +1.0% |
| 3Y | +347.0% | +54.5% | +292.5% | +279.2% |
| 5Y | +563.0% | +35.8% | +527.2% | +474.6% |
| 10Y | +1,579.2% | +177.5% | +1,401.7% | +1,139.9% |
| All | +1,579.2% | +174.9% | +1,404.2% | +1,139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling