+1,516.2%
HWM vs DRI
+343.2%
+1,172.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -1.8% | +4.2% | -6.0% | -3.9% |
| 30D | -2.7% | +15.7% | -18.4% | -9.5% |
| 3M | -22.7% | +5.8% | -28.5% | -25.3% |
| 6M | -18.9% | +18.4% | -37.4% | -26.4% |
| YTD | +7.1% | +28.2% | -21.1% | -7.2% |
| 1Y | +4.7% | +35.9% | -31.2% | -12.1% |
| 3Y | +345.6% | +67.7% | +277.8% | +226.7% |
| 5Y | +588.3% | +77.9% | +510.4% | +381.7% |
| 10Y | +1,516.2% | +338.7% | +1,177.5% | +605.3% |
| All | +1,516.2% | +343.2% | +1,172.9% | +605.3% |
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