+655.5%
HWM vs DOV
+19.9%
+635.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.0% | -11.7% | -11.3% |
| 7D | -9.2% | +2.5% | -11.7% | -10.7% |
| 30D | -17.9% | -7.5% | -10.3% | -13.6% |
| 3M | -6.0% | -9.7% | +3.6% | -0.4% |
| 6M | -7.4% | -6.1% | -1.3% | -4.5% |
| YTD | +13.1% | +0.5% | +12.6% | +11.0% |
| 1Y | +29.3% | +10.5% | +18.8% | +18.3% |
| 3Y | +389.9% | +41.7% | +348.2% | +270.5% |
| 5Y | +655.5% | +18.4% | +637.1% | +554.9% |
| All | +655.5% | +19.9% | +635.6% | +554.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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