-2.4%
HWM vs DOCS
-49.5%
+47.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -6.2% |
| 7D | -2.4% | -1.3% | -1.1% | -2.5% |
| 30D | -13.3% | +19.4% | -32.7% | -12.2% |
| 3M | -31.0% | +53.4% | -84.4% | -28.5% |
| 6M | -17.1% | +28.8% | -45.9% | -14.9% |
| YTD | -1.9% | -25.1% | +23.2% | +0.1% |
| 1Y | -2.4% | -48.1% | +45.7% | +1.4% |
| All | -2.4% | -49.5% | +47.1% | +1.4% |
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