+1,387.4%
HWM vs DRI
+366.4%
+1,021.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.9% |
| 7D | +3.3% | +2.8% | +0.5% | +1.7% |
| 30D | -7.6% | +13.3% | -20.9% | -13.2% |
| 3M | -28.9% | +8.2% | -37.1% | -32.1% |
| 6M | -19.7% | +17.5% | -37.2% | -26.8% |
| YTD | +0.5% | +26.9% | -26.4% | -12.4% |
| 1Y | +0.3% | +31.6% | -31.3% | -14.5% |
| 3Y | +325.8% | +67.0% | +258.9% | +213.0% |
| 5Y | +524.7% | +72.9% | +451.8% | +343.8% |
| 10Y | +1,491.8% | +371.3% | +1,120.4% | +575.0% |
| All | +1,387.4% | +366.4% | +1,021.1% | +533.0% |
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