+1,388.5%
HWM vs DLR
+162.1%
+1,226.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +3.4% | -3.6% | +7.0% | +4.6% |
| 30D | -7.5% | -3.5% | -4.1% | -6.5% |
| 3M | -28.9% | -8.9% | -20.0% | -26.7% |
| 6M | -19.6% | -11.6% | -8.0% | -16.7% |
| YTD | +0.6% | +14.9% | -14.3% | -4.7% |
| 1Y | +0.3% | +6.4% | -6.1% | -2.6% |
| 3Y | +326.1% | +47.3% | +278.9% | +267.5% |
| 5Y | +525.2% | +32.8% | +492.4% | +446.2% |
| 10Y | +1,492.9% | +169.6% | +1,323.3% | +1,067.5% |
| All | +1,388.5% | +162.1% | +1,226.4% | +992.8% |
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