+1,773.8%
HWM vs DRI
+343.2%
+1,430.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | -2.1% | +0.6% | -2.7% | -2.4% |
| 30D | -11.0% | +3.8% | -14.8% | -12.9% |
| 3M | +4.0% | +13.0% | -9.0% | -2.8% |
| 6M | -0.2% | +8.3% | -8.5% | -5.2% |
| YTD | +26.7% | +20.6% | +6.0% | +13.6% |
| 1Y | +44.7% | +6.5% | +38.3% | +37.1% |
| 3Y | +426.1% | +53.7% | +372.4% | +304.1% |
| 5Y | +738.5% | +72.7% | +665.8% | +497.4% |
| All | +1,773.8% | +343.2% | +1,430.6% | +720.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling