-27.4%
DOCN vs HDB
-22.9%
-4.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.5% | +3.9% |
| 7D | +27.4% | +4.1% | +23.3% | +25.3% |
| 30D | -29.7% | +13.0% | -42.7% | -33.8% |
| 3M | -32.5% | +11.3% | -43.7% | -36.4% |
| 6M | -42.2% | +6.9% | -49.1% | -45.2% |
| YTD | +87.2% | -29.6% | +116.8% | +122.6% |
| 1Y | +86.2% | -29.5% | +115.7% | +120.8% |
| 3Y | +257.4% | -8.1% | +265.5% | +229.4% |
| 5Y | -27.4% | -23.4% | -4.0% | -21.2% |
| All | -27.4% | -22.9% | -4.5% | -21.2% |
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