+598.5%
HWM vs DOC
-22.8%
+621.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.1% | -7.4% | -5.3% |
| 7D | +9.4% | +8.7% | +0.7% | +6.5% |
| 30D | -7.0% | +7.6% | -14.6% | -9.3% |
| 3M | -25.9% | -5.3% | -20.6% | -24.7% |
| 6M | -10.8% | +27.6% | -38.4% | -18.9% |
| YTD | +4.3% | +32.4% | -28.1% | -6.9% |
| 1Y | +4.4% | +22.9% | -18.5% | -4.3% |
| 3Y | +348.8% | +43.1% | +305.7% | +273.1% |
| 5Y | +598.5% | -21.4% | +619.8% | +713.4% |
| All | +598.5% | -22.8% | +621.3% | +713.4% |
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