+435.3%
HBM vs DOC
+167.9%
+267.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.1% | -7.3% |
| 7D | -11.9% | +6.2% | -18.1% | -14.3% |
| 30D | -23.6% | +6.5% | -30.1% | -26.1% |
| 3M | -20.5% | -6.2% | -14.3% | -18.6% |
| 6M | -7.9% | +25.6% | -33.5% | -18.6% |
| YTD | +3.8% | +32.1% | -28.3% | -10.8% |
| 1Y | +31.7% | +20.3% | +11.4% | +18.0% |
| 3Y | +342.4% | +42.7% | +299.7% | +261.6% |
| 5Y | +205.5% | -22.2% | +227.6% | +228.5% |
| 10Y | +379.4% | +16.5% | +362.9% | +296.9% |
| All | +435.3% | +167.9% | +267.5% | +212.8% |
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 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