+49.4%
HBAN vs DOCS
-36.0%
+85.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.1% |
| 7D | +0.7% | -1.4% | +2.1% | +0.8% |
| 30D | -3.2% | +21.8% | -25.1% | -5.6% |
| 3M | +4.0% | +27.3% | -23.3% | +0.9% |
| 6M | +3.1% | -0.3% | +3.5% | +2.0% |
| YTD | 0.0% | -40.5% | +40.5% | +3.8% |
| 1Y | -1.2% | -61.5% | +60.4% | +6.9% |
| 3Y | +72.5% | +8.2% | +64.3% | +64.1% |
| 5Y | +39.3% | -73.4% | +112.7% | +40.8% |
| All | +49.4% | -36.0% | +85.4% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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