+1,579.2%
HWM vs DRI
+370.8%
+1,208.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.3% |
| 7D | +1.6% | +3.1% | -1.5% | -0.1% |
| 30D | -3.9% | +16.2% | -20.2% | -10.9% |
| 3M | -23.2% | +8.4% | -31.6% | -26.7% |
| 6M | -20.0% | +19.0% | -39.0% | -27.5% |
| YTD | +5.7% | +28.8% | -23.1% | -8.6% |
| 1Y | +4.9% | +33.1% | -28.3% | -11.0% |
| 3Y | +347.0% | +70.8% | +276.2% | +224.7% |
| 5Y | +563.0% | +74.2% | +488.8% | +369.0% |
| 10Y | +1,579.2% | +345.5% | +1,233.6% | +609.5% |
| All | +1,579.2% | +370.8% | +1,208.4% | +609.5% |
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