+52.6%
DOCS vs HDB
-11.1%
+63.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.3% |
| 7D | -0.8% | +13.3% | -14.1% | -2.6% |
| 30D | +17.4% | +13.6% | +3.9% | +15.2% |
| 3M | +57.4% | +5.8% | +51.6% | +55.7% |
| 6M | +26.5% | -1.9% | +28.5% | +26.6% |
| YTD | -26.6% | -31.2% | +4.6% | -22.0% |
| 1Y | -48.1% | -29.6% | -18.5% | -45.1% |
| 3Y | +52.6% | -10.1% | +62.7% | +35.3% |
| All | +52.6% | -11.1% | +63.7% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling