-26.2%
DOCN vs HDB
-22.5%
-3.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -12.1% | +12.7% | -24.8% | -16.8% |
| 30D | -41.0% | +16.6% | -57.6% | -45.3% |
| 3M | -38.7% | +10.8% | -49.5% | -42.2% |
| 6M | -51.5% | +3.8% | -55.3% | -53.3% |
| YTD | +65.3% | -28.9% | +94.2% | +95.8% |
| 1Y | +53.9% | -28.0% | +81.9% | +80.4% |
| 3Y | +215.6% | -7.2% | +222.7% | +189.5% |
| 5Y | -26.2% | -22.2% | -3.9% | -19.4% |
| All | -26.2% | -22.5% | -3.7% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 5y: compounded portfolio wealth divided by compounded HDB 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…
5y analysis · Full analysis span regression · 6 months rolling