-37.4%
DOCS vs HDB
-29.1%
-8.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.9% |
| 7D | -1.3% | +13.3% | -14.6% | -5.9% |
| 30D | +19.4% | +10.2% | +9.2% | +15.0% |
| 3M | +53.4% | +3.6% | +49.8% | +50.9% |
| 6M | +28.8% | -0.5% | +29.3% | +27.3% |
| YTD | -25.1% | -32.4% | +7.3% | -13.0% |
| 1Y | -48.1% | -31.1% | -17.1% | -40.5% |
| 3Y | +51.4% | -12.6% | +64.0% | +47.4% |
| 5Y | -51.1% | -25.7% | -25.4% | -50.4% |
| All | -37.4% | -29.1% | -8.3% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling