-71.7%
DOCU vs HBM
+205.9%
-277.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | -5.5% | -3.6% | -1.9% | -4.9% |
| 30D | +12.6% | -19.2% | +31.8% | +16.9% |
| 3M | +36.4% | -20.5% | +56.9% | +40.8% |
| 6M | +66.8% | -12.8% | +79.6% | +65.7% |
| YTD | +13.5% | +5.4% | +8.0% | +3.5% |
| 1Y | +11.3% | +33.0% | -21.7% | -5.4% |
| 3Y | +92.1% | +357.3% | -265.3% | +2.5% |
| All | -71.7% | +205.9% | -277.6% | -81.8% |
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