-56.7%
DOCS vs HDB
-22.2%
-34.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -4.2% | +6.9% | -11.1% | -6.7% |
| 30D | +8.6% | +15.2% | -6.6% | +2.7% |
| 3M | +27.2% | +11.7% | +15.5% | +21.5% |
| 6M | +26.5% | +7.5% | +19.0% | +21.3% |
| YTD | -25.0% | -28.8% | +3.8% | -14.3% |
| 1Y | -37.0% | -29.1% | -7.9% | -27.9% |
| 3Y | +39.4% | -7.0% | +46.4% | +31.3% |
| 5Y | -56.7% | -22.1% | -34.6% | -56.2% |
| All | -56.7% | -22.2% | -34.5% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling