+191.1%
HBM vs DOC
-21.4%
+212.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -3.6% | +6.5% | -10.1% | -6.7% |
| 30D | -19.2% | +9.2% | -28.3% | -23.1% |
| 3M | -20.5% | -2.5% | -18.0% | -19.7% |
| 6M | -12.8% | +7.1% | -19.9% | -17.4% |
| YTD | +5.4% | +33.0% | -27.6% | -13.1% |
| 1Y | +33.0% | +23.3% | +9.7% | +14.5% |
| 3Y | +357.3% | +44.9% | +312.4% | +240.3% |
| All | +191.1% | -21.4% | +212.6% | +221.1% |
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