+613.3%
HBM vs DOC
+172.1%
+441.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | -6.4% | -1.5% | -4.9% | -5.7% |
| 30D | +5.9% | -4.8% | +10.7% | +8.3% |
| 3M | -8.9% | +6.9% | -15.8% | -12.3% |
| 6M | +10.7% | +20.7% | -10.1% | +0.1% |
| YTD | +38.3% | +34.1% | +4.1% | +18.6% |
| 1Y | +121.3% | +22.6% | +98.7% | +96.6% |
| 3Y | +450.6% | +20.8% | +429.8% | +388.3% |
| 5Y | +338.0% | -24.9% | +362.9% | +379.6% |
| 10Y | +578.6% | -1.8% | +580.4% | +512.3% |
| All | +613.3% | +172.1% | +441.3% | +315.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling