-32.9%
DOCS vs HBM
+25.3%
-58.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +2.6% | +2.2% | +0.3% | +2.6% |
| 30D | +11.4% | -11.8% | +23.2% | +11.1% |
| 3M | +25.4% | -19.2% | +44.6% | +24.5% |
| 6M | +42.5% | -22.9% | +65.4% | +42.1% |
| YTD | -24.7% | +7.8% | -32.5% | -30.6% |
| 1Y | -32.9% | +34.9% | -67.9% | -43.4% |
| All | -32.9% | +25.3% | -58.2% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling