+1,159.9%
HWM vs DT
+97.2%
+1,062.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.1% | -7.6% | -10.0% |
| 7D | -9.2% | -4.9% | -4.3% | -8.1% |
| 30D | -17.9% | +2.7% | -20.6% | -18.4% |
| 3M | -6.0% | +20.0% | -26.0% | -10.2% |
| 6M | -7.4% | +28.0% | -35.4% | -13.7% |
| YTD | +13.1% | +16.0% | -2.9% | +7.2% |
| 1Y | +29.3% | +0.7% | +28.6% | +26.6% |
| 3Y | +389.9% | +6.2% | +383.7% | +368.8% |
| 5Y | +655.5% | -28.1% | +683.7% | +655.0% |
| All | +1,159.9% | +97.2% | +1,062.7% | +781.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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