+509.8%
HWM vs DOCN
-34.6%
+544.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -15.9% | +9.9% | -4.0% |
| 7D | -2.4% | -29.3% | +26.8% | +1.6% |
| 30D | -13.3% | -46.0% | +32.8% | -7.1% |
| 3M | -31.0% | -43.2% | +12.2% | -27.1% |
| 6M | -17.1% | -53.7% | +36.6% | -11.1% |
| YTD | -1.9% | +46.9% | -48.8% | -12.6% |
| 1Y | -2.4% | +54.3% | -56.8% | -13.8% |
| 3Y | +322.2% | +185.5% | +136.6% | +228.5% |
| 5Y | +509.8% | -31.1% | +540.9% | +407.9% |
| All | +509.8% | -34.6% | +544.4% | +407.9% |
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