+0.3%
HWM vs DRI
+30.3%
-30.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | +3.4% | +2.8% | +0.6% | +3.0% |
| 30D | -7.5% | +13.3% | -20.8% | -9.2% |
| 3M | -28.9% | +8.2% | -37.1% | -29.8% |
| 6M | -19.6% | +17.5% | -37.2% | -22.2% |
| YTD | +0.6% | +26.9% | -26.3% | -3.8% |
| 1Y | +0.3% | +31.6% | -31.2% | -4.8% |
| All | +0.3% | +30.3% | -30.0% | -4.8% |
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