+250.2%
DOCN vs HBM
+123.0%
+127.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.1% |
| 7D | +1.1% | -6.4% | +7.5% | +3.3% |
| 30D | -9.6% | +5.9% | -15.5% | -11.4% |
| 3M | -37.7% | -8.9% | -28.8% | -37.2% |
| 6M | +115.2% | +10.7% | +104.5% | +103.4% |
| YTD | +133.7% | +38.3% | +95.5% | +95.4% |
| 1Y | +250.2% | +121.3% | +128.8% | +151.8% |
| All | +250.2% | +123.0% | +127.2% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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