+1,773.8%
HWM vs DLR
+181.5%
+1,592.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -2.1% | +1.6% | -3.7% | -2.6% |
| 30D | -11.0% | -3.4% | -7.6% | -10.0% |
| 3M | +4.0% | +0.5% | +3.5% | +3.4% |
| 6M | -0.2% | +4.6% | -4.8% | -2.2% |
| YTD | +26.7% | +23.4% | +3.2% | +17.2% |
| 1Y | +44.7% | +19.0% | +25.7% | +35.2% |
| 3Y | +426.1% | +56.5% | +369.6% | +344.3% |
| 5Y | +738.5% | +33.3% | +705.2% | +630.4% |
| All | +1,773.8% | +181.5% | +1,592.3% | +1,244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling