+577.9%
HWM vs DLR
+35.0%
+542.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | +7.3% | +3.3% | +4.0% | +6.0% |
| 30D | +1.6% | +4.6% | -3.0% | -0.1% |
| 3M | -21.9% | -8.3% | -13.6% | -19.5% |
| 6M | -19.0% | -5.6% | -13.4% | -17.8% |
| YTD | +7.9% | +18.7% | -10.8% | +0.7% |
| 1Y | +9.9% | +17.1% | -7.2% | +2.9% |
| 3Y | +342.1% | +54.4% | +287.8% | +273.9% |
| All | +577.9% | +35.0% | +542.9% | +461.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling