+66.4%
DOCN vs HBM
+223.0%
-156.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.4% | -8.5% | -13.1% |
| 7D | -29.3% | -11.9% | -17.4% | -25.5% |
| 30D | -46.0% | -23.6% | -22.4% | -39.8% |
| 3M | -43.2% | -20.5% | -22.7% | -37.6% |
| 6M | -53.7% | -7.9% | -45.9% | -52.2% |
| YTD | +46.9% | +3.8% | +43.2% | +40.4% |
| 1Y | +54.3% | +31.7% | +22.6% | +34.8% |
| 3Y | +185.5% | +342.4% | -156.8% | +54.5% |
| 5Y | -31.1% | +205.5% | -236.6% | -58.9% |
| All | +66.4% | +223.0% | -156.6% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling