+4.4%
HWM vs DOCN
+110.0%
-105.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.2% | +2.9% | -3.9% |
| 7D | +9.4% | -20.0% | +29.4% | +10.5% |
| 30D | -7.0% | -38.8% | +31.8% | -5.2% |
| 3M | -25.9% | -34.8% | +8.9% | -24.7% |
| 6M | -10.8% | -22.8% | +12.0% | -10.9% |
| YTD | +4.3% | +74.6% | -70.3% | -4.6% |
| 1Y | +4.4% | +116.4% | -112.1% | -7.5% |
| All | +4.4% | +110.0% | -105.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling