+237.5%
DOCN vs HBM
+424.8%
-187.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.7% |
| 7D | +19.1% | +2.2% | +16.8% | +18.0% |
| 30D | -21.0% | -11.8% | -9.2% | -16.3% |
| 3M | -34.7% | -19.2% | -15.5% | -28.4% |
| 6M | -45.8% | -22.9% | -22.9% | -40.2% |
| YTD | +79.4% | +7.8% | +71.6% | +67.5% |
| 1Y | +91.0% | +34.9% | +56.1% | +61.9% |
| 3Y | +237.5% | +422.2% | -184.8% | +62.7% |
| All | +237.5% | +424.8% | -187.3% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling