+577.9%
HWM vs DRI
+78.6%
+499.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +7.3% | +1.1% | +6.2% | +6.9% |
| 30D | +1.6% | +9.7% | -8.1% | -2.3% |
| 3M | -21.9% | +3.2% | -25.0% | -23.2% |
| 6M | -19.0% | +20.6% | -39.6% | -25.9% |
| YTD | +7.9% | +28.3% | -20.3% | -4.6% |
| 1Y | +9.9% | +34.5% | -24.6% | -5.1% |
| 3Y | +342.1% | +66.5% | +275.6% | +233.0% |
| All | +577.9% | +78.6% | +499.3% | +383.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling