+741.5%
HWM vs DOCN
+54.1%
+687.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.8% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | -11.0% | -9.6% | -1.4% | -10.1% |
| 3M | +4.0% | -37.7% | +41.7% | +9.2% |
| 6M | -0.2% | +115.2% | -115.4% | -13.4% |
| YTD | +26.7% | +133.7% | -107.1% | +8.0% |
| 1Y | +44.7% | +250.2% | -205.4% | +15.5% |
| 3Y | +426.1% | +320.3% | +105.8% | +295.2% |
| All | +741.5% | +54.1% | +687.4% | +516.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling