+95.7%
DOCU vs HBM
+232.8%
-137.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.0% | -8.8% | -1.4% |
| 7D | -4.8% | +5.0% | -9.8% | -5.7% |
| 30D | +9.4% | -12.7% | +22.1% | +11.6% |
| 3M | +29.0% | -17.4% | +46.5% | +32.0% |
| 6M | +62.3% | -8.9% | +71.2% | +60.6% |
| YTD | +13.7% | +14.9% | -1.2% | +4.4% |
| 1Y | +11.5% | +41.4% | -29.9% | -2.4% |
| 3Y | +94.2% | +462.1% | -367.9% | +19.9% |
| 5Y | -71.7% | +224.0% | -295.8% | -81.1% |
| All | +95.7% | +232.8% | -137.1% | +15.0% |
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