+741.5%
HWM vs DOC
-24.5%
+766.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -2.1% | -1.5% | -0.6% | -1.6% |
| 30D | -11.0% | -4.8% | -6.2% | -9.7% |
| 3M | +4.0% | +6.9% | -2.8% | +1.3% |
| 6M | -0.2% | +20.7% | -21.0% | -7.3% |
| YTD | +26.7% | +34.1% | -7.5% | +13.0% |
| 1Y | +44.7% | +22.6% | +22.1% | +33.1% |
| 3Y | +426.1% | +20.8% | +405.3% | +379.1% |
| All | +741.5% | -24.5% | +766.0% | +858.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling