+84.2%
DOCN vs HBM
+257.7%
-173.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +9.0% | -1.0% | +4.6% |
| 7D | -12.8% | +5.0% | -17.8% | -14.2% |
| 30D | -41.9% | -12.7% | -29.2% | -38.3% |
| 3M | -36.9% | -17.4% | -19.5% | -31.8% |
| 6M | -52.2% | -8.9% | -43.4% | -50.7% |
| YTD | +62.7% | +14.9% | +47.8% | +49.7% |
| 1Y | +58.2% | +41.4% | +16.8% | +34.5% |
| 3Y | +219.5% | +462.1% | -242.7% | +59.1% |
| 5Y | -32.9% | +224.0% | -256.9% | -61.2% |
| All | +84.2% | +257.7% | -173.4% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling