-50.3%
DOCS vs HBM
+318.7%
-369.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.8% | -2.5% |
| 7D | -1.4% | -6.4% | +4.9% | +0.2% |
| 30D | +21.8% | +5.9% | +15.9% | +19.7% |
| 3M | +27.3% | -8.9% | +36.2% | +28.1% |
| 6M | -0.3% | +10.7% | -11.0% | -6.5% |
| YTD | -40.5% | +38.3% | -78.8% | -49.1% |
| 1Y | -61.5% | +121.3% | -182.9% | -72.2% |
| 3Y | +8.2% | +450.6% | -442.4% | -45.8% |
| 5Y | -73.4% | +338.0% | -411.4% | -85.7% |
| All | -50.3% | +318.7% | -369.0% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling