-31.1%
DOCN vs HDB
-26.0%
-5.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.5% | -17.4% | -16.5% |
| 7D | -29.3% | +13.3% | -42.6% | -33.5% |
| 30D | -46.0% | +10.2% | -56.2% | -48.7% |
| 3M | -43.2% | +3.6% | -46.8% | -44.8% |
| 6M | -53.7% | -0.5% | -53.2% | -54.7% |
| YTD | +46.9% | -32.4% | +79.3% | +78.1% |
| 1Y | +54.3% | -31.1% | +85.4% | +84.3% |
| 3Y | +185.5% | -12.6% | +198.2% | +169.3% |
| 5Y | -31.1% | -25.7% | -5.4% | -23.7% |
| All | -31.1% | -26.0% | -5.1% | -23.7% |
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