+442.4%
HWM vs DLR
+59.3%
+383.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -2.1% | +1.6% | -3.7% | -2.8% |
| 30D | -11.0% | -3.4% | -7.6% | -9.8% |
| 3M | +4.0% | +0.5% | +3.5% | +3.3% |
| 6M | -0.2% | +4.6% | -4.8% | -2.8% |
| YTD | +26.7% | +23.4% | +3.2% | +15.0% |
| 1Y | +44.7% | +19.0% | +25.7% | +32.8% |
| All | +442.4% | +59.3% | +383.1% | +339.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling