-50.3%
DOCS vs HDB
-33.5%
-16.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.6% |
| 7D | -1.4% | +0.4% | -1.9% | -1.6% |
| 30D | +21.8% | -2.8% | +24.6% | +23.0% |
| 3M | +27.3% | -3.5% | +30.8% | +28.4% |
| 6M | -0.3% | -24.7% | +24.4% | +10.6% |
| YTD | -40.5% | -36.6% | -3.9% | -29.1% |
| 1Y | -61.5% | -34.4% | -27.2% | -55.1% |
| 3Y | +8.2% | -24.4% | +32.6% | +13.5% |
| 5Y | -73.4% | -35.4% | -38.1% | -72.8% |
| All | -50.3% | -33.5% | -16.8% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling