+1,474.6%
HWM vs DTE
+152.1%
+1,322.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | +7.3% | +3.4% | +3.9% | +5.2% |
| 30D | +1.6% | +8.9% | -7.3% | -3.8% |
| 3M | -21.9% | +1.1% | -22.9% | -22.6% |
| 6M | -19.0% | +0.1% | -19.1% | -19.7% |
| YTD | +7.9% | +11.1% | -3.1% | -0.1% |
| 1Y | +9.9% | +4.9% | +5.0% | +5.4% |
| 3Y | +342.1% | +58.6% | +283.6% | +213.5% |
| 5Y | +600.8% | +47.3% | +553.5% | +410.0% |
| All | +1,474.6% | +152.1% | +1,322.5% | +772.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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