+24.9%
HWM vs DTE
+1.0%
+24.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.1% |
| 7D | -11.4% | -2.6% | -8.9% | -10.9% |
| 30D | -18.5% | -4.4% | -14.1% | -17.5% |
| 3M | -13.2% | -8.3% | -4.8% | -11.7% |
| 6M | -8.7% | -8.1% | -0.6% | -7.2% |
| YTD | +12.2% | +4.4% | +7.7% | +9.3% |
| 1Y | +24.9% | +0.2% | +24.7% | +20.4% |
| All | +24.9% | +1.0% | +24.0% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling