-38.8%
DOCS vs HBM
+235.1%
-274.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.5% |
| 7D | -0.6% | +2.4% | -2.9% | -1.2% |
| 30D | +6.3% | -16.0% | +22.3% | +10.5% |
| 3M | +26.5% | -21.3% | +47.8% | +32.4% |
| 6M | +24.8% | -12.2% | +37.0% | +24.3% |
| YTD | -26.8% | +10.7% | -37.5% | -34.4% |
| 1Y | -38.3% | +30.3% | -68.6% | -47.7% |
| 3Y | +36.0% | +432.2% | -396.2% | -32.6% |
| 5Y | -55.0% | +218.8% | -273.8% | -73.5% |
| All | -38.8% | +235.1% | -274.0% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling