+598.5%
HWM vs DOCU
-71.6%
+670.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | +9.4% | -3.7% | +13.1% | +9.9% |
| 30D | -7.0% | +15.0% | -21.9% | -8.7% |
| 3M | -25.9% | +39.9% | -65.8% | -29.2% |
| 6M | -10.8% | +66.2% | -77.0% | -17.3% |
| YTD | +4.3% | +17.7% | -13.4% | +1.1% |
| 1Y | +4.4% | +13.7% | -9.3% | +1.6% |
| 3Y | +348.8% | +95.9% | +252.9% | +292.9% |
| 5Y | +598.5% | -71.7% | +670.1% | +543.1% |
| All | +598.5% | -71.6% | +670.0% | +543.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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