+608.0%
HWM vs DTE
+46.1%
+562.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +11.1% | +3.2% | +7.9% | +9.9% |
| 30D | +3.0% | +8.5% | -5.5% | 0.0% |
| 3M | -20.7% | +1.3% | -22.0% | -21.1% |
| 6M | -17.2% | -0.7% | -16.5% | -17.3% |
| YTD | +9.1% | +10.6% | -1.6% | +4.4% |
| 1Y | +9.0% | +2.6% | +6.4% | +7.4% |
| 3Y | +353.8% | +56.5% | +297.3% | +271.0% |
| 5Y | +608.0% | +46.7% | +561.3% | +477.2% |
| All | +608.0% | +46.1% | +562.0% | +477.2% |
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