+291.1%
HBM vs DOC
+23.6%
+267.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.3% | +1.0% | -2.3% | -1.6% |
| 30D | -14.8% | +8.1% | -23.0% | -17.9% |
| 3M | -20.7% | +0.9% | -21.6% | -21.2% |
| 6M | -13.9% | +6.3% | -20.2% | -17.2% |
| YTD | +10.6% | +33.8% | -23.2% | -5.0% |
| 1Y | +32.4% | +21.6% | +10.7% | +18.6% |
| 3Y | +432.0% | +53.4% | +378.6% | +323.4% |
| 5Y | +205.5% | -21.0% | +226.5% | +221.6% |
| 10Y | +291.1% | +22.5% | +268.6% | +255.8% |
| All | +291.1% | +23.6% | +267.5% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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