+1,497.3%
HWM vs DLR
+190.0%
+1,307.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.2% |
| 7D | +5.0% | -2.0% | +7.0% | +5.8% |
| 30D | +1.5% | +0.5% | +1.0% | +1.3% |
| 3M | -20.3% | -4.4% | -15.9% | -19.2% |
| 6M | -18.0% | -6.4% | -11.6% | -16.6% |
| YTD | +9.5% | +19.5% | -10.0% | +2.2% |
| 1Y | +7.5% | +10.5% | -3.1% | +3.0% |
| 3Y | +355.7% | +54.0% | +301.7% | +286.2% |
| 5Y | +610.2% | +39.7% | +570.5% | +508.9% |
| All | +1,497.3% | +190.0% | +1,307.3% | +1,028.3% |
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