+4.4%
HWM vs DRI
+34.0%
-29.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.1% | -9.4% | -4.9% |
| 7D | +9.4% | +6.5% | +2.9% | +8.4% |
| 30D | -7.0% | +16.4% | -23.4% | -9.0% |
| 3M | -25.9% | +13.6% | -39.5% | -27.4% |
| 6M | -10.8% | +22.0% | -32.8% | -14.3% |
| YTD | +4.3% | +29.3% | -25.0% | -0.5% |
| 1Y | +4.4% | +32.0% | -27.6% | -1.0% |
| All | +4.4% | +34.0% | -29.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling