+1,547.2%
HWM vs DTE
+126.9%
+1,420.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.2% |
| 7D | -12.5% | -2.0% | -10.5% | -11.5% |
| 30D | -19.0% | -2.4% | -16.6% | -17.8% |
| 3M | -8.6% | -7.3% | -1.3% | -4.7% |
| 6M | -10.2% | -7.6% | -2.5% | -6.4% |
| YTD | +11.3% | +5.8% | +5.5% | +6.5% |
| 1Y | +24.3% | +2.3% | +21.9% | +21.0% |
| 3Y | +382.3% | +45.0% | +337.2% | +263.2% |
| 5Y | +640.6% | +33.2% | +607.4% | +479.8% |
| All | +1,547.2% | +126.9% | +1,420.2% | +891.3% |
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