+543.5%
HWM vs DOCS
-21.3%
+564.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | -2.7% | +6.3% | -9.0% | -3.3% |
| 3M | -22.7% | +26.5% | -49.2% | -24.4% |
| 6M | -18.9% | +24.8% | -43.7% | -21.3% |
| YTD | +7.1% | -26.8% | +33.9% | +9.2% |
| 1Y | +4.7% | -38.3% | +43.0% | +8.6% |
| 3Y | +345.6% | +36.0% | +309.5% | +315.9% |
| 5Y | +588.3% | -55.0% | +643.3% | +571.9% |
| All | +543.5% | -21.3% | +564.8% | +518.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling