+164.6%
DOCN vs HBM
+330.4%
-165.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.1% |
| 7D | +1.1% | -6.4% | +7.5% | +3.4% |
| 30D | -9.6% | +5.9% | -15.5% | -11.6% |
| 3M | -37.7% | -8.9% | -28.8% | -36.3% |
| 6M | +115.2% | +10.7% | +104.5% | +101.9% |
| YTD | +133.7% | +38.3% | +95.5% | +99.0% |
| 1Y | +250.2% | +121.3% | +128.8% | +150.3% |
| 3Y | +320.3% | +450.6% | -130.3% | +106.8% |
| 5Y | +53.1% | +338.0% | -284.9% | -20.3% |
| All | +164.6% | +330.4% | -165.8% | +30.6% |
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