+1,516.8%
HWM vs DRI
+339.9%
+1,176.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.2% |
| 7D | +5.0% | -0.7% | +5.7% | +5.4% |
| 30D | +1.5% | +14.7% | -13.2% | -5.2% |
| 3M | -20.3% | +5.4% | -25.8% | -22.9% |
| 6M | -18.0% | +18.8% | -36.9% | -25.7% |
| YTD | +9.5% | +28.4% | -18.9% | -5.1% |
| 1Y | +7.5% | +37.7% | -30.2% | -10.3% |
| 3Y | +355.7% | +68.0% | +287.7% | +234.0% |
| 5Y | +610.2% | +78.8% | +531.4% | +395.8% |
| 10Y | +1,516.8% | +334.2% | +1,182.6% | +608.6% |
| All | +1,516.8% | +339.9% | +1,176.9% | +608.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling