+1,551.7%
HWM vs DOC
+19.9%
+1,531.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.1% | -7.4% | -5.7% |
| 7D | +9.4% | +8.7% | +0.7% | +5.3% |
| 30D | -7.0% | +7.6% | -14.6% | -10.3% |
| 3M | -25.9% | -5.3% | -20.6% | -24.4% |
| 6M | -10.8% | +27.6% | -38.4% | -21.7% |
| YTD | +4.3% | +32.4% | -28.1% | -10.8% |
| 1Y | +4.4% | +22.9% | -18.5% | -7.5% |
| 3Y | +348.8% | +43.1% | +305.7% | +253.8% |
| 5Y | +598.5% | -21.4% | +619.8% | +652.8% |
| 10Y | +1,551.7% | +16.8% | +1,534.9% | +1,456.9% |
| All | +1,551.7% | +19.9% | +1,531.8% | +1,456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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