+345.0%
HBM vs DOC
-24.5%
+369.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | 0.0% |
| 7D | -6.4% | -1.5% | -4.9% | -5.6% |
| 30D | +5.9% | -4.8% | +10.7% | +8.6% |
| 3M | -8.9% | +6.9% | -15.8% | -13.0% |
| 6M | +10.7% | +20.7% | -10.1% | -1.9% |
| YTD | +38.3% | +34.1% | +4.1% | +14.4% |
| 1Y | +121.3% | +22.6% | +98.7% | +91.3% |
| 3Y | +450.6% | +20.8% | +429.8% | +370.6% |
| All | +345.0% | -24.5% | +369.6% | +364.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling