-71.7%
DOCU vs HBM
+217.3%
-289.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.0% | -8.8% | -1.5% |
| 7D | -4.8% | +5.0% | -9.8% | -5.8% |
| 30D | +9.4% | -12.7% | +22.1% | +11.8% |
| 3M | +29.0% | -17.4% | +46.5% | +32.2% |
| 6M | +62.3% | -8.9% | +71.2% | +60.2% |
| YTD | +13.7% | +14.9% | -1.2% | +1.9% |
| 1Y | +11.5% | +41.4% | -29.9% | -6.2% |
| 3Y | +94.2% | +462.1% | -367.9% | -2.0% |
| 5Y | -71.7% | +224.0% | -295.8% | -82.4% |
| All | -71.7% | +217.3% | -289.0% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling