-38.7%
DOCS vs HDB
-27.8%
-10.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.7% |
| 7D | -0.8% | +13.3% | -14.1% | -5.4% |
| 30D | +17.4% | +13.6% | +3.9% | +11.8% |
| 3M | +57.4% | +5.8% | +51.6% | +53.5% |
| 6M | +26.5% | -1.9% | +28.5% | +26.0% |
| YTD | -26.6% | -31.2% | +4.6% | -15.4% |
| 1Y | -48.1% | -29.6% | -18.5% | -40.9% |
| 3Y | +52.6% | -10.1% | +62.7% | +46.6% |
| 5Y | -52.1% | -24.3% | -27.7% | -51.8% |
| All | -38.7% | -27.8% | -10.8% | -37.7% |
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