+536.9%
HWM vs DT
-43.6%
+580.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +3.3% | -24.7% | +28.0% | +8.3% |
| 30D | -7.6% | -27.4% | +19.8% | -2.6% |
| 3M | -28.9% | -11.1% | -17.8% | -28.2% |
| 6M | -19.7% | +13.7% | -33.4% | -23.5% |
| YTD | +0.5% | +0.2% | +0.3% | -2.3% |
| 1Y | +0.3% | -5.7% | +5.9% | -1.0% |
| 3Y | +325.8% | -8.1% | +334.0% | +318.9% |
| All | +536.9% | -43.6% | +580.5% | +560.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling