+44.7%
HWM vs DOCS
-60.9%
+105.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.6% |
| 7D | -2.1% | -1.4% | -0.7% | -2.2% |
| 30D | -11.0% | +21.8% | -32.8% | -9.6% |
| 3M | +4.0% | +27.3% | -23.3% | +6.0% |
| 6M | -0.2% | -0.3% | +0.1% | +1.0% |
| YTD | +26.7% | -40.5% | +67.1% | +31.0% |
| 1Y | +44.7% | -61.5% | +106.3% | +61.4% |
| All | +44.7% | -60.9% | +105.6% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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