+645.2%
HWM vs DTE
+31.9%
+613.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.8% |
| 7D | -8.0% | 0.0% | -8.0% | -8.1% |
| 30D | -18.0% | -0.5% | -17.5% | -17.9% |
| 3M | -9.5% | -6.0% | -3.5% | -7.7% |
| 6M | -8.4% | -7.2% | -1.2% | -6.2% |
| YTD | +13.6% | +7.2% | +6.5% | +10.1% |
| 1Y | +30.2% | +4.1% | +26.2% | +27.4% |
| 3Y | +392.2% | +46.9% | +345.4% | +313.0% |
| 5Y | +645.2% | +32.9% | +612.3% | +542.6% |
| All | +645.2% | +31.9% | +613.3% | +542.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling