+97.7%
DOCN vs HDB
-33.7%
+131.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.6% | -12.7% | -9.3% |
| 7D | -20.0% | +12.9% | -32.9% | -24.1% |
| 30D | -38.8% | +10.0% | -48.8% | -41.4% |
| 3M | -34.8% | +1.8% | -36.7% | -36.0% |
| 6M | -22.8% | -2.1% | -20.7% | -23.7% |
| YTD | +74.6% | -33.4% | +108.0% | +108.0% |
| 1Y | +116.4% | -32.9% | +149.3% | +155.9% |
| 3Y | +239.3% | -13.9% | +253.3% | +229.3% |
| 5Y | -20.2% | -26.9% | +6.7% | -20.3% |
| All | +97.7% | -33.7% | +131.4% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling