-54.2%
DOCS vs HBM
+205.9%
-260.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.4% |
| 7D | -0.8% | -3.6% | +2.9% | +0.1% |
| 30D | +17.4% | -19.2% | +36.6% | +23.1% |
| 3M | +57.4% | -20.5% | +77.9% | +64.4% |
| 6M | +26.5% | -12.8% | +39.4% | +26.2% |
| YTD | -26.6% | +5.4% | -32.0% | -33.2% |
| 1Y | -48.1% | +33.0% | -81.0% | -56.4% |
| 3Y | +52.6% | +357.3% | -304.7% | -19.9% |
| All | -54.2% | +205.9% | -260.1% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling