+101.7%
DOCU vs HBM
+220.4%
-118.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.2% |
| 7D | -0.4% | -1.3% | +0.8% | -0.3% |
| 30D | +12.9% | -14.8% | +27.8% | +15.7% |
| 3M | +35.1% | -20.7% | +55.8% | +39.1% |
| 6M | +76.2% | -13.9% | +90.1% | +76.2% |
| YTD | +17.2% | +10.6% | +6.6% | +8.3% |
| 1Y | +16.4% | +32.4% | -15.9% | +3.2% |
| 3Y | +95.6% | +432.0% | -336.4% | +22.0% |
| 5Y | -68.5% | +205.5% | -274.0% | -78.7% |
| All | +101.7% | +220.4% | -118.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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